Heteroskedasticity-consistent covariance matrix estimation:white's estimator and the bootstrap∗
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Publication:2747234
DOI10.1080/00949650108812077zbMath0974.62048OpenAlexW1982716772MaRDI QIDQ2747234
Francisco Cribari-Neto, Spyros G. Zarkos
Publication date: 16 December 2001
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949650108812077
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Uses Software
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- Likelihood Ratio Specification Tests
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