A modified heteroskedasticity consistent covariance matrix estimator with improved finite sample properties
by James G. MacKinnon and Halbert White. [Queen's University, Institute for Economic Research]
| Year of publication: |
1983
|
|---|---|
| Authors: | MacKinnon, James G. ; White, Halbert |
| Publisher: |
Kingston |
| Subject: | Statistik | Korrelation und Regression | Schätztheorie | Estimation theory |
| Extent: | 33 S. 4° |
|---|---|
| Series: | Discussion paper ; Nr 537 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003529317