White'in Heteroskedisite Tutarli Kovaryans Matrisi Tahmini Yoluyla Heteroskedisite Altinda Model Tahmini
AbstractThis paper presents estimation of the White’s Heteroskedasticity Consistent Covariances and simple a solutions suggestion for Heteroskedasticity problem. According to White “when heteroskedasticity can not be completely eliminated, the heteroskedasticity consistent covariance matrix allows correct inferences and coefidence intervals to be obtained.”
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Bibliographic InfoArticle provided by Department of Econometrics, Faculty of Economics, Istanbul University in its journal Istanbul University Econometrics and Statistics e-Journal.
Volume (Year): 4 (2006)
Issue (Month): 1 (DEC)
White; Heteroskedasticity; Robus Estimation; Heteroskedasticity Consistent Covariance; Eviews;
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