A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model (Q90764)
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scientific article; zbMATH DE number 7259155
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| English | A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model |
scientific article; zbMATH DE number 7259155 |
Statements
95
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2
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129-146
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4 November 2010
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12 October 2020
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A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model (English)
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covariance matrix estimation
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heteroskedasticity
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linear regression
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quasi-\(t\) test
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0.8526920676231384
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0.8473570942878723
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0.8408592939376831
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0.8350104093551636
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0.8349742889404297
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Francisco Cribari-Neto
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Wilton Bernardino da Silva
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