A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model
type: Item
instance of: scholarly article
published in: AStA Advances in Statistical Analysis
published in: AStA. Advances in Statistical Analysis
volume: 95
issue: 2
page(s): 129-146
publication date: 2010-11-04T00:00:00Z
publication date: 2020-10-12T00:00:00Z
author: Francisco Cribari-Neto
author: Wilton Bernardino da Silva
title: A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model
zbMATH Open document ID: 1477.62172
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 7259155
zbMATH Keywords: covariance matrix estimation
zbMATH Keywords: heteroskedasticity
zbMATH Keywords: linear regression
zbMATH Keywords: quasi-\(t\) test
describes a project that uses: Ox
MaRDI profile type: Publication
full work available at URL: s10182-010-0141-2
OpenAlex ID: W2069899827
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DOI: 10.1007/S10182-010-0141-2
description: scientific article; zbMATH DE number 7259155