Semiparamteric estimation in the presence of heteroskedasticity of unknown form
By: by J.S. Racine.
Series: Working paper -- no. 89-14; Working paper series (York University (Toronto, Ont.). Dept. of Economics) -- no. 89-14
Publisher: Dept. of Economics, York University
Published: 1989
Place of publication: Toronto, Ont
Language: eng
Number of pages: 31
Subjects: Heteroscedasticity; Regression analysis; Least squares; Estimation theory; Monte Carlo method
Notes: Includes bibliographical references.