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White'in Heteroskedisite Tutarli Kovaryans Matrisi Tahmini Yoluyla Heteroskedisite Altinda Model Tahmini

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  • Asst. Prof. Kutluk Kagan Sumer

    ()
    (Istanbul University)

Abstract

This 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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File URL: http://eidergisi.istanbul.edu.tr/sayi4/iueis4m2.pdf
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Bibliographic Info

Article 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)
Pages: 17-24

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Handle: RePEc:ist:ancoec:v:4:y:2006:i:1:p:17-24

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Web page: http://eidergisi.istanbul.edu.tr
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Related research

Keywords: White; Heteroskedasticity; Robus Estimation; Heteroskedasticity Consistent Covariance; Eviews;

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