Improved heteroscedasticity-consistent covariance matrix estimators (Q2739339)
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scientific article; zbMATH DE number 1643834
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved heteroscedasticity-consistent covariance matrix estimators |
scientific article; zbMATH DE number 1643834 |
Statements
Improved heteroscedasticity-consistent covariance matrix estimators (English)
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27 January 2004
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bias correction
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covariance matrix estimation
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heteroscedasticity
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White's estimator
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