A Class of Improved Heteroskedasticity-Consistent Covariance Matrix Estimators (Q4420245): Difference between revisions

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+The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator
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+Improved heteroscedasticity-consistent covariance matrix estimators
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+Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing
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+Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
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+Jackknifing in Unbalanced Situations
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+Estimating Heteroscedastic Variances in Linear Models
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+Linear Statistical Inference and its Applications
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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