PRACTITIONER's CORNER: A Note on Computing the Heteroskedasticity Consistent Covariance Matrix Using Instrumental Variable Techniques

✍ Scribed by Karen Messer; Halbert White

• Book ID: 115232541
• Publisher: John Wiley and Sons
• Year: 2009
• Tongue: English
• Weight: 36 KB
• Volume: 46
• Category: Article
• ISSN: 0140-5543
• DOI: 10.1111/j.1468-0084.1984.mp46002005.x