A new heteroskedasticity-consistent covariance matrix estimator and inference under heteroskedasticity

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Publication:90772

DOI10.1080/00949655.2016.1198906MaRDI QIDQ90772FDOQ90772


Authors: Shunyong Li, Nahui Zhang, Xiaoqin Zhang, Guannan Wang Edit this on Wikidata


Publication date: 28 June 2016

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)








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