Filters
  • Collections
  • Group objects
  • File type
  • Date

Search for: [Abstrakt = "In this paper a concept of heteroscedasticity character determination in the linear econometric model is presented. The suggested method combines classical approach \(hypothesis testing\) with the maximum likelihood discriminant rule. The suggested solution is illustrated by the empirical analysis of models describing real and expected incomes of Poles."]

Number of results: 1

Items per page:

This page uses 'cookies'. More information