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Newey–West estimator · Vinony

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EntityQ4439344· pop 5· linked from 15 articles

Newey–West estimator

statistical tool

Available in 5 languages

Español
Русский
Português
Italiano

via Wikidata sitelinks · CC0

Connections

International Standard Book Number

Categories

Estimation methods Estimator Regression with time series structure

Sources

wikipedia.externallinksexternallink

Python

Entity

digital object identifier

regression analysis

least squares method

linear regression

autocorrelation

heteroscedasticity

covariance matrix

errors and residuals

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What links here15 pages

Markov chain Monte Carlo

autocorrelation

generalized least squares

simple linear regression model

regression analysis

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