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
Publication date: 28 June 2016
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Cited In (1)
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