Identification of suitable explanatory variable in goldfeld-quandt test and robust inference under heteroscedasticity and high leverage points
Violation of the assumption of homogeneity of variance of the errors in the linear regression model, causes heteroscedasticity. In the presence of heteroscedastic errors, the ordinary least squares (OLS) estimates are unbiased and consistent, but their covariance matrix estimator is biased and no...
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| 格式: | Thesis |
| 語言: | English |
| 出版: |
2016
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| 主題: | |
| 在線閱讀: | http://psasir.upm.edu.my/id/eprint/69761/1/IPM%202016%204%20-%20IR.pdf |
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