A new heteroskedasticity-consistent covariance matrix estimator and inference under heteroskedasticity
From MaRDI portal
Publication:90772
DOI10.1080/00949655.2016.1198906MaRDI QIDQ90772
Shunyong Li, Guannan Wang, Xiaoqin Zhang, Nahui Zhang
Publication date: 28 June 2016
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Related Items (1)
This page was built for publication: A new heteroskedasticity-consistent covariance matrix estimator and inference under heteroskedasticity
