This chapter relaxes the homoscedasticity and nonautocorrelation assumptions of the random error of a linear regression model and shows how the parameters of the linear model are correctly estimated and tested in presence of heteroscedastic and autocorrelated error...
CITATION STYLE
Das, P. (2019). Linear Regression Model: Relaxing the Classical Assumptions. In Econometrics in Theory and Practice (pp. 109–135). Springer Singapore. https://doi.org/10.1007/978-981-32-9019-8_4
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