A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model
type: Item
instance of: scholarly article
title: A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model
zbMATH Open document ID: 1384.62254
DOI: 10.1016/0165-1765(89)90007-4
author: Jeffrey M. Wooldridge
published in: Economics Letters
publication date: 2017-11-09T00:00:00Z
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 6804854
MaRDI profile type: Publication
full work available at URL: 0165-1765(89)90007-4
OpenAlex ID: W2035165524
cites work: The Power of the Likelihood Ratio Test of Location in Nonlinear Regression Models
cites work: Specification Tests in Econometrics
cites work: A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
cites work: A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
cites work: Nonlinear Regression with Dependent Observations
Wikidata QID: Q127680338
description: scientific article; zbMATH DE number 6804854