Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator (Q2666046): Difference between revisions

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Latest revision as of 15:29, 28 December 2024

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Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator
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    Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator (English)
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    22 November 2021
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    information matrix equality
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    sandwich-form covariance matrix
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    heteroskedasticity-consistent covariance matrix estimator
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    heteroskedasticity and autocorrelation-consistent covariance matrix estimator
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