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

Kutluk Sumer ()

Istanbul University Econometrics and Statistics e-Journal, 2006, vol. 4, issue 1, 17-24

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.”

Keywords: White, Heteroskedasticity, Robus Estimation; Heteroskedasticity Consistent Covariance, Eviews (search for similar items in EconPapers)
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:ist:ancoec:v:4:y:2006:i:1:p:17-24

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