1992 Reports
A Note on Heteroskedasticity Issues
The purpose of this paper is to clarify certain issues related to the incidence
of heteroskadisticity in the General Linear Model (GLM); to provide simpler
and more accessible proofs for a number of propositions, and to allow
the results to stand under conditions considerably less stringent that
those hitherto available in the literature.
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Files
- econ_9293_629.pdf application/pdf 461 KB Download File
More About This Work
- Academic Units
- Economics
- Publisher
- Department of Economics, Columbia University
- Series
- Department of Economics Discussion Papers, 629
- Published Here
- February 17, 2011
Notes
October 1992.