The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator.
| Year of publication: |
1987
|
|---|---|
| Authors: | Chesher, Andrew ; Jewitt, Ian |
| Published in: |
Econometrica. - Econometric Society. - Vol. 55.1987, 5, p. 1217-22
|
| Publisher: |
Econometric Society |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005231691