Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties

DOI10.1016/0304-4076(85)90158-7WikidataQ56851958 ScholiaQ56851958MaRDI QIDQ90758FDOQ90758

Authors: James G Mackinnon, Halbert White 

Publication date: September 1985

Published in: Journal of Econometrics (Search for Journal in Brave)

Cited In (1)

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