Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties
Year of publication: |
1983
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Authors: | MacKinnon, James G. ; White, Halbert |
Publisher: |
Kingston (Ontario) : Queen's University, Department of Economics |
Subject: | Jackknife | Heteroskedasticity | HCCME | Edgeworth approximations |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/189084 [Handle] RePEc:qed:wpaper:537 [RePEc] |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C12 - Hypothesis Testing |
Source: |
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MacKinnon, James G., (1983)
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