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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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    References listed on IDEAS

    1. Furuoka, Fumitaka, 2009. "Econometric Analysis of the Export-led Growth Hypothesis: Evidence for BIMP-EAGA Countries," Philippine Journal of Development PJD 2007 Vol. XXXIV No. 2, Philippine Institute for Development Studies.
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    5. Tsangyao Chang & Beatrice D. Simo-Kengne & Rangan Gupta, 2013. "The Causal Relationship between House Prices and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests," Working Papers 201317, University of Pretoria, Department of Economics.
    6. Kao, Chihwa, 1999. "Spurious regression and residual-based tests for cointegration in panel data," Journal of Econometrics, Elsevier, vol. 90(1), pages 1-44, May.
    7. Konya, Laszlo, 2006. "Exports and growth: Granger causality analysis on OECD countries with a panel data approach," Economic Modelling, Elsevier, vol. 23(6), pages 978-992, December.
    8. Galimberti, Jaqueson K., 2009. "Conditioned Export-Led Growth Hypothesis: A Panel Threshold Regressions Approach," MPRA Paper 13417, University Library of Munich, Germany.
    9. Bilgin, Cevat & Sahbaz, Ahmet, 2009. "Türkiye’de Büyüme ve İhracat Arasındaki Nedensellik İlişkileri
      [Causality Relations between Growth and Export in Turkey]
      ," MPRA Paper 21985, University Library of Munich, Germany, revised 2009.
    10. Titus Awokuse, 2006. "Export-led growth and the Japanese economy: evidence from VAR and directed acyclic graphs," Applied Economics, Taylor & Francis Journals, vol. 38(5), pages 593-602.
    11. Abdulnasser, Hatemi-J, 2011. "Hidden panel cointegration," MPRA Paper 31604, University Library of Munich, Germany.
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