(Q56806312)

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On some heteroskedasticity-robust estimators of variance–covariance matrix of the least-squares estimators

article by Anil K. Bera et al published November 2002 in Journal of Statistical Planning and Inference

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On some heteroskedasticity-robust estimators of variance–covariance matrix of the least-squares estimators (English)

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Anil K. Bera

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Totok Suprayitno

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Gamini Premaratne

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publication date

November 2002

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published in

Journal of Statistical Planning and Inference

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volume

108

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issue

1-2

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page(s)

121-136

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WikiProject Mathematics

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Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

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Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions

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Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties

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Chapter 36 Large sample estimation and hypothesis testing

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A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

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On the Estimation of Heteroscedastic Variances

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A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

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Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis

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10.1016/S0378-3758(02)00274-4

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zbMATH Open document ID

1095.62506

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(Q56806312)

On some heteroskedasticity-robust estimators of variance–covariance matrix of the least-squares estimators

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