A new heteroskedasticity-consistent covariance matrix estimator and inference under heteroskedasticity (Q5106770)
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scientific article; zbMATH DE number 7191932
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new heteroskedasticity-consistent covariance matrix estimator and inference under heteroskedasticity |
scientific article; zbMATH DE number 7191932 |
Statements
A new heteroskedasticity-consistent covariance matrix estimator and inference under heteroskedasticity (English)
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22 April 2020
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heteroskedasticity
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covariance matrix estimators
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quasi-\(t\) test
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high leverage points
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