Heteroscedasticity Diagnostics Based on "Corrected" Standard Errors
收藏NBER1991-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0094
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资源简介：
Weights are found for weighted least squares estimates such that a selected coefficient (a) changes by one standard deviation or (b) changes in sign. The length of the vector of weight changes is equal to the usual OLS standard error divided by the White-corrected standard errors. Thus the White
提供机构：
美国国家经济研究局
创建时间：
1991-01-01
