A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heterosk
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heterosk is one of 9,000 studies in the ScholarPulse dataset. Key details — Authors: Halbert White; Journal / source: Econometrica; Year: 1980.
| Authors | Halbert White |
|---|---|
| Journal / source | Econometrica |
| Year | 1980 |
| Field | Advanced Statistical Methods and Models |
| Times cited | 26113 |
| Type | article |
| DOI / link | https://doi.org/10.2307/1912934 |