The heteroskedasticity-consistent covariance estimator in accounting
Year of publication: |
2011
|
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Authors: | Curto, José Dias ; Pinto, José Castro ; Morais, Ana Isabel ; Lourenço, Isabel Maria |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 37.2011, 4, p. 427-449
|
Subject: | Heteroskedasticity | Consistent estimator | Ohlson model | Schätztheorie | Estimation theory | Heteroskedastizität | Heteroscedasticity | Korrelation | Correlation |
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