Improved heteroscedasticity-consistent covariance matrix estimators

Cribari-Neto, Francisco, Ferrari, Silvia L. P., Cordeiro, Gauss M. . Biometrika 2000. 87 (4) :907-918

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Bibtex

@article{CIS-162943,
  Author = {Cribari-Neto, Francisco and Ferrari, Silvia L. P. and Cordeiro, Gauss M.},
  Title = {Improved heteroscedasticity-consistent covariance matrix estimators},
  Journal = {Biometrika},
  Volume = {87},
  Number = {4},
  Year = {2000},
  Pages = {907--918},
  Keywords = {Linear regression, Bias correction, Covariance matrix estimation, White's estimator}
}

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