Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form (Q907059): Difference between revisions

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+The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator
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+Asymptotic inference under heteroskedasticity of unknown form
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+Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing
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+Heteroskedasticity-consistent covariance matrix estimation:white's estimator and the bootstrap<sup>∗</sup>
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+Improved heteroscedasticity-consistent covariance matrix estimators
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+Q4802629
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+On bootstrap and analytical bias corrections
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+Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap
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+Jackknifing in Unbalanced Situations
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+Estimating Heteroscedastic Variances in Linear Models
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+Approximate bias correction in econometrics
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+Bias-corrected heterosced asticity robust covariance matrix (sandwich) estimators
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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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