Heteroscedastic regression in robust econometrics
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F09%3A10048553" target="_blank" >RIV/00216208:11320/09:10048553 - isvavai.cz</a>
Result on the web
—
DOI - Digital Object Identifier
—
Alternative languages
Result language
angličtina
Original language name
Heteroscedastic regression in robust econometrics
Original language description
This paper studies asymptotic versions of heteroscedasticity tests for random regression errors for the instrumental weighted variables estimator, which is a robustification of the instrumental variables with a high breakdown point. The modification of robust regression for heteroscedastic errors is presented.
Czech name
—
Czech description
—
Classification
Type
D - Article in proceedings
CEP classification
BB - Applied statistics, operational research
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
2009
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
S.Co. 2009 Sixth Conference Complex Data Modeling and Computationally Intensive Statistical Methods for Estimation and Prediction. Proceedings.
ISBN
978-88-387-4385-6
ISSN
—
e-ISSN
—
Number of pages
6
Pages from-to
—
Publisher name
Maggioli Editore
Place of publication
Milano, Itálie
Event location
Milano, Itálie
Event date
Sep 14, 2009
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
—