Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- James G. MacKinnon, 2012. "Thirty Years of Heteroskedasticity-Robust Inference," Working Papers 1268, Queen's University, Department of Economics.
More about this item
KeywordsBias; Covariance matrix estimation; Heteroskedasticity; Linear regression;
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