On some heteroskedasticity-robust estimators of variance–covariance matrix of the least-squares estimators

Anil K. Bera, Totok Suprayitno, Gamini Premaratne

Type: Article

Publication Date: 2002-10-28

Citations: 23

DOI: https://doi.org/10.1016/s0378-3758(02)00274-4

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Journal of Statistical Planning and Inference - View

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+	Chapter 36 Large sample estimation and hypothesis testing	1994	Whitney K. Newey Daniel McFadden
+	Robustness to Unequal Scale and Other Departures from the Classical Linear Model	1991	Nuwan Nanayakkara Noel Cressie
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+	Estimation of Heteroscedastic Variances in Linear Models	1970	C. Radhakrishna Rao
+ PDF Chat	Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties	1985	James G. MacKinnon Halbert White
+	Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing	1999	Francisco Cribari‐Neto Spyros G. Zarkos
+ PDF Chat	Improved heteroscedasticity-consistent covariance matrix estimators	2000	Francisco Cribari‐Neto
+	A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model	1989	Jeffrey M. Wooldridge
+	Estimating Heteroscedastic Variances in Linear Models	1975	Susan D. Horn Roger A. Horn David B. Duncan