A heteroscedasticity-consistent covariance matrix estimator for time series regressions
type: Item
instance of: scholarly article
title: A heteroscedasticity-consistent covariance matrix estimator for time series regressions
zbMATH Open document ID: 0517.62085
DOI: 10.1016/0304-4076(83)90104-5
author: David A. Hsieh
published in: Journal of Econometrics
publication date: 1983-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 3818918
zbMATH Keywords: heteroscedasticity
zbMATH Keywords: covariance matrix estimator
zbMATH Keywords: time series regressions
zbMATH Keywords: ordinary least squares coefficients
zbMATH Keywords: Monte Carlo experiments
MaRDI profile type: Publication
full work available at URL: 0304-4076(83)90104-5
OpenAlex ID: W2032834832
cites work: Q4183968
cites work: Q5545069
cites work: Q5822308
cites work: Q5639251
cites work: Large Sample Properties of Generalized Method of Moments Estimators
cites work: A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
description: scientific article; zbMATH DE number 3818918