Heteroskedasticity-robust inference in finite samples

DOI10.1016/j.econlet.2012.02.007zbMath1253.91143OpenAlexW2022110882MaRDI QIDQ1925717

Yanyan Li

Publication date: 18 December 2012

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://www.nber.org/papers/w17698.pdf

zbMATH Keywords

bootstrapEdgeworth expansionheteroskedasticityfinite samples

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Approximations to statistical distributions (nonasymptotic) (62E17) Statistical methods; economic indices and measures (91B82)

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