A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model

Francisco Cribari-Neto () and Wilton Silva ()
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Francisco Cribari-Neto: http://www.de.ufpe.br/~cribari

AStA Advances in Statistical Analysis, 2011, vol. 95, issue 2, 129-146

Keywords: Covariance matrix estimation; Heteroskedasticity; Linear regression; Quasi-t test (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (12)

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DOI: 10.1007/s10182-010-0141-2

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