The Performance of Robust Heteroscedasticity Consistent Covariance Matrix Estimator.

Autor: Sani, M.1,2, Midi, H.1,3 habshahmidi@gmail.com, Arasan, J.1,3
Zdroj: Malaysian Journal of Mathematical Sciences. Apr2019 (S), Vol. 13, p71-88. 18p.
Databáze: Academic Search Ultimate