Sumer, Asst. Prof. Kutluk Kagan - In: Istanbul University Econometrics and Statistics e-Journal 4 (2006) 1, pp. 17-24
This paper presents estimation of the White’s Heteroskedasticity Consistent Covariances and simple a solutions suggestion for Heteroskedasticity problem. According to White “when heteroskedasticity can not be completely eliminated, the heteroskedasticity consistent covariance matrix allows...