Small sample behavior of a robust heteroskedasticity consistent covariance matrix estimator (Q4355596)
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scientific article; zbMATH DE number 1063896
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small sample behavior of a robust heteroskedasticity consistent covariance matrix estimator |
scientific article; zbMATH DE number 1063896 |
Statements
Small sample behavior of a robust heteroskedasticity consistent covariance matrix estimator (English)
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23 March 1998
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heteroskedasticity consistent covariance matrix
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robustness
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random and systematic heteroskedasticity
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