A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model

AStA Advances in Statistical Analysis

Volumn 95, Issue 2, 2011, Pages 129-146

  Cribari Neto, Francisco ^a   da Silva, Wilton Bernardino ^a  

^a FEDERAL UNIVERSITY OF PERNAMBUCO   (Brazil)

Author keywords

Covariance matrix estimation; Heteroskedasticity; Linear regression; Quasi t test

Indexed keywords

EID: 79955482035     PISSN: 18638171     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10182-010-0141-2     Document Type: Article

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