Heteroskedasticity-consistent covariance matrix estimation:white's estimator and the bootstrap<sup>∗</sup> (Q2747234)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Heteroskedasticity-consistent covariance matrix estimation:white's estimator and the bootstrap∗ |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heteroskedasticity-consistent covariance matrix estimation:white's estimator and the bootstrap<sup>∗</sup> |
scientific article |
Statements
Heteroskedasticity-consistent covariance matrix estimation:white's estimator and the bootstrap<sup>∗</sup> (English)
0 references
16 December 2001
0 references
covariance matrix estimation
0 references
heteroskedasticity
0 references
leverage points
0 references
White estimator
0 references
bias correction
0 references
0 references
0 references
