A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model (Q90764)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model |
scientific article |
Statements
95
0 references
2
0 references
129-146
0 references
4 November 2010
0 references
12 October 2020
0 references
A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model (English)
0 references
covariance matrix estimation
0 references
heteroskedasticity
0 references
linear regression
0 references
quasi-\(t\) test
0 references
0 references
0 references
0 references
