Heteroskedasticity-consistent covariance matrix estimators in small samples with high leverage points
Esra Şimşek, Mehmet Orhan
| Year of publication: |
August 2016
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|---|---|
| Authors: | Şimşek, Esra ; Orhan, Mehmet |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 6.2016, 4, p. 658-677
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| Subject: | Heteroskedasticity-Consistent Covariance Matrix Estimator | HCCME | Robust Estimation | MCD | Monte Carlo | Simulation | Loss Functions | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/tel.2016.64071 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011582398