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


  • Asst. Prof. Kutluk Kagan Sumer

    () (Istanbul University)


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.”

Suggested Citation

  • Asst. Prof. Kutluk Kagan Sumer, 2006. "White'in Heteroskedisite Tutarli Kovaryans Matrisi Tahmini Yoluyla Heteroskedisite Altinda Model Tahmini," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 4(1), pages 17-24, DEC.
  • Handle: RePEc:ist:ancoec:v:4:y:2006:i:1:p:17-24

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