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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