A heteroscedasticity-consistent covariance matrix estimator for time series regressions (Q1053403)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A heteroscedasticity-consistent covariance matrix estimator for time series regressions |
scientific article |
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
