Journal Name:
- İstanbul Üniversitesi Ekonometri ve İstatistik Dergisi
Keywords (Original Language):
| Author Name | University of Author | Faculty of Author |
|---|---|---|
Abstract (2. Language):
This paper presents estimation of the White’s Heteroskedasticity Consistent Covariances
and simple a solutions suggestion for Heteroskedasticity problem. According to White
“when heteroskedasticity can not be completely eliminated, the heteroskedasticity
consistent covariance matrix allows correct inferences and coefidence intervals to be
obtained.”
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Abstract (Original Language):
Bu çalışma White’ın Heteroskedasite tutarlı kovaryanslarının tahmini ve heteroskedasite
problemine basit bir çözüm önerisi üzerinde durmaktadır. White a göre “Heteroskedasite
tamamen elimine edilemeyecekse Heteroskedisite Tutarlı Kovaryans Matrisi doğru nokta ve
aralık tahminleri elde edilmesine müsaade edecektir.”
FULL TEXT (PDF):
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17-24