Valeriyi Kuzmin

COMPARATIVE ANALYSIS OF TWO METHODS FOR TAKING INTO ACCOUNT HETEROSKEDASTICITY DURING MATHEMATICAL MODELS BUILDING

2019 · Science-based technologies

The article deals with the problem of comparative analysis of two methods of taking into account heteroskedasticity during mathematical models building. Heteroskedasticity accounting is a new trend for the empirical data analysis. Heteroskedasticity is characterized …