Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties
James G. MacKinnon; Halbert White
| Year of publication: |
1985
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| Authors: | MacKinnon, James G. ; White, Halbert |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 29.1985, 3, p. 305-325
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| Subject: | Statistik | Korrelation und Regression | Kovarianzanalyse | Schätzmethodik und Testmethodik |
| Type of publication: | Article |
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| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003622876