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Heteroscedasticity-consistent standard errors
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31	Tim238_Update6.1_OxMet_SINGLE Add to Reading List Source URL: www.timberlake.co.uk Language: English - Date: 2011-01-24 21:13:23 Time series analysis Simultaneous equation methods OxMetrics Autoregressive conditional heteroskedasticity Heteroscedasticity-consistent standard errors Estimation theory Variance Time series Statistics Econometrics Regression analysis
32	www.oxmetrics.net www.timberlake.co.uk www.timberlake-consultancy.com OxMetrics news Add to Reading List Source URL: www.timberlake.co.uk Language: English - Date: 2011-01-24 21:14:08 OxMetrics Autoregressive conditional heteroskedasticity Macroeconomic model Economic model Time series Dummy variable Neil Shephard Heteroscedasticity-consistent standard errors Linear regression Statistics Econometrics Economics
33	DOC Document Add to Reading List Source URL: pages.stern.nyu.edu Language: English - Date: 2004-04-23 18:01:27 Autoregressive conditional heteroskedasticity Robert F. Engle Mathematical finance Heteroscedasticity-consistent standard errors Heteroscedasticity Volatility Quantitative analyst Economic model Durbin–Watson statistic Statistics Econometrics Time series analysis
34	PDF Document Add to Reading List Source URL: www.r-project.org Language: English - Date: 2006-08-09 15:13:15 Economics Heteroscedasticity-consistent standard errors Heteroscedasticity Probit Generalized linear model Dummy variable Linear regression Instrumental variable Tobit model Statistics Econometrics Regression analysis
35	PDF Document Add to Reading List Source URL: www.nber.org Language: English - Date: 2007-07-27 10:49:17 Econometrics Statistical inference Parametric statistics Fixed effects model Heteroscedasticity-consistent standard errors Estimator Statistical power Analysis of variance Instrumental variable Statistics Estimation theory Regression analysis
36	PDF Document Add to Reading List Source URL: cameron.econ.ucdavis.edu Language: English - Date: 2007-02-28 16:52:38 Instrumental variable Linear regression Ordinary least squares Heteroscedasticity-consistent standard errors Endogeneity Simultaneous equations model Heteroscedasticity Least squares Nonlinear regression Statistics Regression analysis Econometrics

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