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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