Heteroskedasticity-robust inference in finite samples
type: Item
instance of: scholarly article
title: Heteroskedasticity-robust inference in finite samples
zbMATH Open document ID: 1253.91143
author: Yanyan Li
published in: Economics Letters
publication date: 2012-12-18T00:00:00Z
full work available at URL: w17698.pdf
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62E17
zbMATH DE Number: 6116718
zbMATH Keywords: heteroskedasticity
zbMATH Keywords: finite samples
zbMATH Keywords: Edgeworth expansion
zbMATH Keywords: bootstrap
MaRDI profile type: Publication
OpenAlex ID: W2022110882
cites work: Asymptotic inference under heteroskedasticity of unknown form
cites work: Inference Under Heteroskedasticity and Leveraged Data
cites work: Q4802629
cites work: The bootstrap and Edgeworth expansion
cites work: Difference in difference meets generalized least squares: higher order properties of hypotheses tests
cites work: Approximate Power Functions for Some Robust Tests of Regression Coefficients
cites work: A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
DOI: 10.1016/J.ECONLET.2012.02.007
description: scientific article; zbMATH DE number 6116718