Using heteroscedasticity-non-consistent or heteroscedasticity-consistent variances in linear regression

Chor-yiu Sin, Cheng-Few Lee

Type: Article

Publication Date: 2020-11-17

Citations: 5

DOI: https://doi.org/10.1016/j.ecosta.2020.10.002

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Econometrics and Statistics - View

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Works That Cite This (0)

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Works Cited by This (19)

Action	Title	Year	Authors
+	Limit Theorems for Regressions with Unequal and Dependent Errors	1967	Friedhelm Eicker
+	The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator	1987	Andrew Chesher Ian Jewitt
+ PDF Chat	Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties	1985	James G. MacKinnon Halbert White
+ PDF Chat	Consistency of the least squares and Gauss-Markov estimators in regression models	1971	Hilmar Drygas
+	Information criteria for selecting possibly misspecified parametric models	1996	Chor-yiu Sin Halbert White
+ PDF Chat	Heteroskedasticity-robust inference in finite samples	2012	Jerry A. Hausman Christopher Palmer
+	Estimating Heteroscedastic Variances in Linear Models	1975	Susan D. Horn Roger A. Horn David B. Duncan
+	Asymptotic inference under heteroskedasticity of unknown form	2003	Francisco Cribari‐Neto
+	Using Heteroscedasticity Consistent Standard Errors in the Linear Regression Model	2000	J. Scott Long Laurie H. Ervin
+ PDF Chat	Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions	1963	Friedhelm Eicker