Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form
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Bibliographic InfoArticle provided by Springer in its journal Annals of the Institute of Statistical Mathematics.
Volume (Year): 62 (2010)
Issue (Month): 6 (December)
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Web page: http://www.springerlink.com/link.asp?id=102845
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- James G. MacKinnon, 2012. "Thirty Years of Heteroskedasticity-Robust Inference," Working Papers 1268, Queen's University, Department of Economics.
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