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Weak root-consistency of the least weighted squares under heteroscedasticity

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11230%2F10%3A10050546" target="_blank" >RIV/00216208:11230/10:10050546 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Weak root-consistency of the least weighted squares under heteroscedasticity

  • Original language description

    Weak rootconsistency of the Least Weighted Squares estimator of the coefficients of regression model is proved generally under the heteroscedasticity of error terms. The assumptions required for the weak $sqrt{n}$-consistency are briefly discussed. Theroots of the heteroscedasticity are also critically considered

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

  • CEP classification

    BA - General mathematics

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/GA402%2F09%2F0557" target="_blank" >GA402/09/0557: Robustification of selected econometric methods</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2010

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Acta Universitatis Carolinae - Mathematica et Physica

  • ISSN

    0001-7140

  • e-ISSN

  • Volume of the periodical

    51

  • Issue of the periodical within the volume

    2

  • Country of publishing house

    CZ - CZECH REPUBLIC

  • Number of pages

    12

  • Pages from-to

  • UT code for WoS article

  • EID of the result in the Scopus database