Heteroskedasticity-consistent covariance matrix estimation:white's estimator and the bootstrap<sup>∗</sup> (Q2747234)
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scientific article; zbMATH DE number 1657388
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heteroskedasticity-consistent covariance matrix estimation:white's estimator and the bootstrap<sup>∗</sup> |
scientific article; zbMATH DE number 1657388 |
Statements
Heteroskedasticity-consistent covariance matrix estimation:white's estimator and the bootstrap<sup>∗</sup> (English)
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16 December 2001
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covariance matrix estimation
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heteroskedasticity
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leverage points
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White estimator
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bias correction
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