Thirty years of heteroskedasticity-robust inference
Year of publication: |
2011
|
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Authors: | MacKinnon, James G. |
Publisher: |
Kingston (Ontario) : Queen's University, Department of Economics |
Subject: | Ökonometrie | Bootstrap-Verfahren | wild bootstrap | HCCME | power | finite-sample |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 661568482 [GVK] hdl:10419/67778 [Handle] |
Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C20 - Econometric Methods: Single Equation Models. General |
Source: |
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Thirty Years of Heteroskedasticity-Robust Inference
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Thirty years of heteroskedasticity-robust inference
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