A heteroscedasticity-consistent covariance matrix estimator for time series regressions (Q1053403)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 3818918
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A heteroscedasticity-consistent covariance matrix estimator for time series regressions |
scientific article; zbMATH DE number 3818918 |
Statements
A heteroscedasticity-consistent covariance matrix estimator for time series regressions (English)
0 references
1983
0 references
heteroscedasticity
0 references
covariance matrix estimator
0 references
time series regressions
0 references
ordinary least squares coefficients
0 references
Monte Carlo experiments
0 references
