A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model
| Year of publication: |
2011
|
|---|---|
| Authors: | Cribari-Neto, Francisco ; Silva, Wilton |
| Published in: |
AStA Advances in Statistical Analysis. - Springer. - Vol. 95.2011, 2, p. 129-146
|
| Publisher: |
Springer |
| Subject: | Covariance matrix estimation | Heteroskedasticity | Linear regression | Quasi-t test |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009149513