Bootstrapping heteroskedasticity consistent covariance matrix estimator
نویسندگان
چکیده
منابع مشابه
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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ژورنال
عنوان ژورنال: Computational Statistics
سال: 2002
ISSN: 0943-4062,1613-9658
DOI: 10.1007/s001800200122