Compute heteroskedasticity-consistent standard errors for least squares.
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Compute heteroskedasticity-consistent standard errors for least squares.
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Least squares estimation typically uses Ordinary Least Squares OLS to obtain coefficients for a linear regression model However OLS standard errors ca...View the full answer
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Related Book For
Principles Of Econometrics
ISBN: 9781118452271
5th Edition
Authors: R Carter Hill, William E Griffiths, Guay C Lim
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