Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators (Q5697315)
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scientific article; zbMATH DE number 2214681
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators |
scientific article; zbMATH DE number 2214681 |
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Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators (English)
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17 October 2005
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bias correction
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covariance matrix estimation
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heteroskedasticity
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leverage points
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numerical integration
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quasi-\(t\) test
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