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Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties - MaRDI portal

Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties

From MaRDI portal
Publication:90758

DOI10.1016/0304-4076(85)90158-7WikidataQ56851958 ScholiaQ56851958MaRDI QIDQ90758

Halbert White, James G Mackinnon

Publication date: September 1985

Published in: Journal of Econometrics (Search for Journal in Brave)




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