PENERAPAN METODE NEWEY WEST DALAM MENGOREKSI STANDARD ERROR KETIKA TERJADI HETEROSKEDASTISITAS DAN AUTOKORELASI PADA ANALISIS REGRESI

Ordinary Least Squares (OLS) used to estimate the parameters in the regression analysis. If one of the assumptions is not fulfilled, the results of the OLS are no longer best, linear, and unbiased properties. The aim of this research was to find out the application of Newey West method to correct st...

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Номзүйн дэлгэрэнгүй

Үндсэн зохиолчид:	ZAKIAH NURLAILA, MADE SUSILAWATI, DESAK PUTU EKA NILAKUSMAWATI
Формат:	Artigo
Хэл сонгох:	Inglês
Хэвлэсэн:	Universitas Udayana 2017-01-01
Цуврал:	E-Jurnal Matematika
Нөхцлүүд:	Autocorrelation Heteroscedasticity Newey West Method Ordinary Least Square
Онлайн хандалт:	https://ojs.unud.ac.id/index.php/mtk/article/view/27143
Шошгууд:	Шошго нэмэх Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!