A heteroscedasticity-consistent covariance matrix estimator for time series regressions (Q1053403)
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scientific article; zbMATH DE number 3818918
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A heteroscedasticity-consistent covariance matrix estimator for time series regressions |
scientific article; zbMATH DE number 3818918 |
Statements
A heteroscedasticity-consistent covariance matrix estimator for time series regressions (English)
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1983
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heteroscedasticity
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covariance matrix estimator
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time series regressions
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ordinary least squares coefficients
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Monte Carlo experiments
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