✦ LIBER ✦

Improved Heteroscedasticity-Consistent Covariance Matrix Estimators

✍ Scribed by Francisco Cribari-Neto, Silvia L. P. Ferrari and Gauss M. Cordeiro

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A heteroscedasticity-consistent covarian

✍ David A. Hsieh 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 518 KB

GARCH, heteroscedasticity-consistent cov

✍ Cook, Steven 📂 Article 📅 2006 🏛 Taylor and Francis Group 🌐 English ⚖ 121 KB

Consistency of Kernel Estimators of Hete

✍ Robert M. de Jong; James Davidson 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 143 KB

CONSISTENT ESTIMATION OF A LIMITING COVA

✍ Sunil K. Sapra 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 129 KB

Heteroskedasticity and Autocorrelation C

✍ Andrews, Donald W. K. 📂 Article 📅 1991 🏛 John Wiley and Sons 🌐 English ⚖ 954 KB

Consistent Covariance Matrix Estimation

✍ Driscoll, John C.; Kraay, Aart C. 📂 Article 📅 1998 🏛 MIT Press 🌐 English ⚖ 175 KB