Heteroscedasticity-consistent standard errors - PDFSEARCH.IO - Document Search Engine

Heteroscedasticity-consistent standard errors
Results: 36

#	Item
11	Classical Decomposition Model Revisited: I • recall classical decomposition model for time series Yt, namely, Yt = mt + st + Wt, (∗) Add to Reading List Source URL: faculty.washington.edu Language: English - Date: 2015-03-11 12:29:22 Ordinary least squares Generalized least squares Linear regression Linear least squares Least squares Residual sum of squares Covariance Errors and residuals in statistics Heteroscedasticity-consistent standard errors Statistics Regression analysis Gauss–Markov theorem
12	Microsoft Word - syria_appendix Add to Reading List Source URL: vmironovdotorg.files.wordpress.com Language: English - Date: 2014-08-11 09:36:35 Heteroscedasticity-consistent standard errors Logit Statistics Econometrics Regression analysis
13	Econometric advice and beta estimation Add to Reading List Source URL: www.aer.gov.au Language: English - Date: 2012-08-27 17:55:59 Parametric statistics Estimation theory Statistical methods Ordinary least squares Heteroscedasticity-consistent standard errors T-statistic Heteroscedasticity Sample size determination Estimator Statistics Econometrics Regression analysis
14	The Statistics of Sharpe Ratios Andrew W. Lo The building blocks of the Sharpe ratio—expected returns and volatilities— are unknown quantities that must be estimated statistically and are, therefore, subject to estim Add to Reading List Source URL: edge-fund.com Language: English - Date: 2005-10-27 17:23:24 Econometrics Statistical inference Data analysis Sharpe ratio Normal distribution M-estimator Estimator Heteroscedasticity-consistent standard errors Generalized method of moments Statistics Estimation theory Statistical theory
15	OLS in Matrix Form 1 The True Model • Let X be an n × k matrix where we have observations on k independent variables for n observations. Since our model will usually contain a constant term, one of the columns in Add to Reading List Source URL: files.nyu.edu Language: English - Date: 2009-08-25 15:36:08 Least squares Estimation theory Simultaneous equation methods Gauss–Markov theorem Heteroscedasticity-consistent standard errors Ordinary least squares Linear least squares Covariance Variance Statistics Regression analysis Econometrics
16	The Statistics of Sharpe Ratios Andrew W. Lo The building blocks of the Sharpe ratio—expected returns and volatilities— are unknown quantities that must be estimated statistically and are, therefore, subject to estim Add to Reading List Source URL: w.edge-fund.com Language: English - Date: 2005-10-27 17:23:24 Econometrics Statistical inference Data analysis Sharpe ratio Normal distribution M-estimator Estimator Heteroscedasticity-consistent standard errors Generalized method of moments Statistics Estimation theory Statistical theory
17	Microsoft Word - model_project_rev Add to Reading List Source URL: www.ssc.wisc.edu Language: English - Date: 2014-05-11 22:32:02 Macroeconomics Econometrics Minimum wage Socialism Unemployment Employment Heteroscedasticity-consistent standard errors Wage Economics Labor economics Regression analysis
18	ESTIMATING THE MODEL VARIANCE OF A RANDOMIZATION-CONSISTENT REGRESSION ESTIMATOR Phillip S. Kott and K.R.W . Brewer National Agricultural Statistics Service, Fairfax, VA 20230, USA and Au stralia n National U niversity, Add to Reading List Source URL: nass.usda.gov Language: English - Date: 2010-12-22 12:14:37 Statistical theory Regression analysis Signal processing Bias of an estimator Estimator Variance Covariance Heteroscedasticity-consistent standard errors Importance sampling Statistics Estimation theory Statistical inference
19	Escribano Notes-A Guided Tour on Econometrics-10 [Modo de compatibilidad] Add to Reading List Source URL: siteresources.worldbank.org Language: English - Date: 2010-02-16 13:27:26 Estimation theory Parametric statistics Least squares Linear regression Ordinary least squares Heteroscedasticity-consistent standard errors Gauss–Markov theorem Instrumental variable Heteroscedasticity Statistics Regression analysis Econometrics
20	Dynamic Panels with Threshold E¤ect and Endogeneity Myung Hwan Seo London School of Economics Yongcheol Shin University of York Add to Reading List Source URL: sticerd.lse.ac.uk Language: English - Date: 2014-09-01 07:19:24 Regression analysis Linear regression Generalized method of moments Instrumental variable Endogeneity Heteroscedasticity-consistent standard errors Estimator Asymptotic theory Nonlinear regression Statistics Econometrics Estimation theory

UPDATE