A Class of Improved Heteroskedasticity-Consistent Covariance Matrix Estimators (Q4420245)
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scientific article; zbMATH DE number 1964796
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Class of Improved Heteroskedasticity-Consistent Covariance Matrix Estimators |
scientific article; zbMATH DE number 1964796 |
Statements
A Class of Improved Heteroskedasticity-Consistent Covariance Matrix Estimators (English)
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14 August 2003
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Bias correction
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Covariance matrix estimation
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Heteroskedasticity
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Linear regression
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White's estimator
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