<i>t</i>-Statistic Based Correlation and Heterogeneity Robust Inference (Q3062997)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | <i>t</i>-Statistic Based Correlation and Heterogeneity Robust Inference |
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<i>t</i>-Statistic Based Correlation and Heterogeneity Robust Inference (English)
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30 December 2010
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dependence
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Fama-MacBeth method
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least favorable distribution
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\(t\)-test
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variance estimation
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