Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties
| Year of publication: |
1985
|
|---|---|
| Authors: | MacKinnon, James G. ; White, Halbert |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 29.1985, 3, p. 305-325
|
| Publisher: |
Elsevier |