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Variance analysis #20

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bjornerstedt opened this issue Oct 1, 2015 · 0 comments

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bjornerstedt commented Oct 1, 2015

1. Test variances compared to theoretical ones
2. Bootstrap estimation of variance
3. Heteroscedastic errors and robust estimates
- a. Add heteroscedastic errors in SimMarket

bjornerstedt added the enhancement label

bjornerstedt added this to the Version 1 milestone

bjornerstedt modified the milestones: Later, Version 1

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Robust simulation and estimation #37

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