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- Heteroscedasticity-consistent_standard_errors abstract "The topic of heteroscedasticity-consistent (HC) standard errors arises in statistics and econometrics in the context of linear regression and also time series analysis. The alternative names of Huber–White standard errors, Eicker–White or Eicker–Huber–White are also frequently used in relation to the same ideas.In regression and time-series modelling, basic forms of models make use of theassumption that the errors or disturbances ui have the same variance across all observation points. When this is not the case, the errors are said to be heteroscedastic, or to have heteroscedasticity, and this behaviour will be reflected in the residuals estimated from a fitted model. Heteroscedasticity-consistent standard errors are used to allow the fitting of a model that does contain heteroscedastic residuals. The first such approach was proposed by Huber (1967), and further improved procedures have been produced since for cross-sectional data, time-series data and GARCH estimation.".
- Heteroscedasticity-consistent_standard_errors wikiPageExternalLink 1200512981.
- Heteroscedasticity-consistent_standard_errors wikiPageExternalLink HCSEp.htm.
- Heteroscedasticity-consistent_standard_errors wikiPageExternalLink ev8ecrobust_n.html.
- Heteroscedasticity-consistent_standard_errors wikiPageID "12868239".
- Heteroscedasticity-consistent_standard_errors wikiPageRevisionID "591810322".
- Heteroscedasticity-consistent_standard_errors hasPhotoCollection Heteroscedasticity-consistent_standard_errors.
- Heteroscedasticity-consistent_standard_errors subject Category:Econometrics.
- Heteroscedasticity-consistent_standard_errors subject Category:Mathematical_and_quantitative_methods_(economics).
- Heteroscedasticity-consistent_standard_errors subject Category:Regression_analysis.
- Heteroscedasticity-consistent_standard_errors subject Category:Simultaneous_equation_methods_(econometrics).
- Heteroscedasticity-consistent_standard_errors comment "The topic of heteroscedasticity-consistent (HC) standard errors arises in statistics and econometrics in the context of linear regression and also time series analysis. The alternative names of Huber–White standard errors, Eicker–White or Eicker–Huber–White are also frequently used in relation to the same ideas.In regression and time-series modelling, basic forms of models make use of theassumption that the errors or disturbances ui have the same variance across all observation points.".
- Heteroscedasticity-consistent_standard_errors label "Heteroscedasticity-consistent standard errors".
- Heteroscedasticity-consistent_standard_errors label "Стандартные ошибки в форме Уайта".
- Heteroscedasticity-consistent_standard_errors sameAs m.02x8m7j.
- Heteroscedasticity-consistent_standard_errors sameAs Q4439345.
- Heteroscedasticity-consistent_standard_errors sameAs Q4439345.
- Heteroscedasticity-consistent_standard_errors wasDerivedFrom Heteroscedasticity-consistent_standard_errors?oldid=591810322.
- Heteroscedasticity-consistent_standard_errors isPrimaryTopicOf Heteroscedasticity-consistent_standard_errors.