On some heteroskedasticity-robust estimators of variance-covariance matrix of the least-squares estimators

DOI10.1016/S0378-3758(02)00274-4zbMath1095.62506WikidataQ56806312 ScholiaQ56806312MaRDI QIDQ1866226

Gamini Premaratne, Totok Suprayitno, Anil K. Bera

Publication date: 3 April 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (3)

Heteroscedasticity-Robust Inference in Linear Regression Models With Many Covariates ⋮ Inference in Linear Regression Models with Many Covariates and Heteroscedasticity ⋮ On some heteroskedasticity-robust estimators of variance-covariance matrix of the least-squares estimators

Cites Work

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• On some heteroskedasticity-robust estimators of variance-covariance matrix of the least-squares estimators
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• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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• Comparison of Estimators of Heteroscedastic Variances in Linear Models
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