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

James MacKinnon and Halbert White

Journal of Econometrics, 1985, vol. 29, issue 3, 305-325

Date: 1985
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Working Paper: Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties (1983)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:29:y:1985:i:3:p:305-325

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