White'in Heteroskedisite Tutarli Kovaryans Matrisi Tahmini Yoluyla Heteroskedisite Altinda Model Tahmini
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.”
Volume (Year): 4 (2006)
Issue (Month): 1 (DEC)
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