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The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator - MaRDI portal

The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator

From MaRDI portal
Publication:3773090

DOI10.2307/1911269zbMath0634.62051OpenAlexW1966262817MaRDI QIDQ3773090

Andrew Chesher, Ian Jewitt

Publication date: 1987

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911269




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