Simultaneous meanvariance regression
Year of publication: |
[2018]
|
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Authors: | Spady, Richard Henry ; Stouli, Sami |
Publisher: |
[London] : Cemmap, Centre for Microdata Methods and Practice, The Institute for Fiscal Studies, Department of Economics, UCL |
Subject: | Conditional mean and variance functions | linear regression | simultaneous approximation | heteroskedasticity | robust inference | misspecification | influence function | convexity | ordinary least-squares | dual regression | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method |
Extent: | 1 Online-Ressource (circa 57 Seiten) Illustrationen |
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Series: | CEMMAP working papers / Centre for Microdata Methods and Practice. - London : [Verlag nicht ermittelbar], ISSN 1753-9196, ZDB-ID 2106928-1. - Vol. CWP18, 25 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/189731 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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