Numerical evaluation of tests based on different heteroskedasticity- consistent covariance matrix estimators

Journal of Statistical Computation and Simulation

Volumn 75, Issue 8, 2005, Pages 611-628

  Cribari Neto, Francisco ^a   Ferrari, Silvia L P ^b   Oliveira, Waldemara S C ^a  

^a DEPARTAMENTO DE QUÍMICA FUNDAMENTAL   (Brazil)

^b UNIVERSITY OF SÃO PAULO   (Brazil)

Author keywords

Bias correction; Covariance matrix estimation; Heteroskedasticity; Leverage points; Numerical integration; Quasi t test

Indexed keywords

EID: 27844463077     PISSN: 00949655     EISSN: 15635163     Source Type: Journal    
DOI: 10.1080/00949650410001729427     Document Type: Article

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