NDLI: Tutorial para la estimación de un modelo con presencia de heterocedasticidad en easyreg

Content Provider	Semantic Scholar
Author	Alonso, Julio Cesar
Copyright Year	2008
Abstract	Este documento presenta una breve introduccion a tres pruebas de heteroscedasticidad (Golfeld y Quandt, Breush-Pagan (1979) y White (1980)) empleando el paquete econometrico gratuito EasyReg. Asi mismo se presenta la manera de estimar la Matriz de Varianzas y Covarianzas y t-calculados consistente de White. Finalmente, se discute como se pueden comprobar hipotesis que implican combinaciones lineales de los parametros empleando la correccion de White (1980). Este documento esta dirigido principalmente a estudiantes de pregrado de un curso de econometria o cualquier lector con conocimientos basicos del modelo de regresion multiple.
File Format	PDF HTM / HTML
Alternate Webpage(s)	http://www.icesi.edu.co/departamentos/economia/images/ae15.pdf
Alternate Webpage(s)	http://repository.icesi.edu.co/biblioteca_digital/bitstream/10906/64994/1/tutotial_estimasion_presencia.pdf
Language	English
Access Restriction	Open
Content Type	Text
Resource Type	Article

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