Estimacao consistente de matrizes de covariancias sob heteroscedasticidade de forma desconhecida: Um estudo de simulacao



Document title: Estimacao consistente de matrizes de covariancias sob heteroscedasticidade de forma desconhecida: Um estudo de simulacao
Journal: Revista brasileira de estatistica
Database: CLASE
System number: 000225823
ISSN: 0034-7175
Authors: 1

Institutions: 1Universidade Federal de Pernambuco, Centro de Ciencias Exatas e da Natureza, Recife, Pernambuco. Brasil
Year:
Season: Jul-Dic
Volumen: 63
Number: 220
Pages: 37-58
Country: Brasil
Language: Portugués
Document type: Artículo
Approach: Analítico
Disciplines: Economía
Keyword: Econometría,
Heteroscedasticidad,
Prueba quasi-t,
Puntos altos,
Apalancamiento
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