Inference Under Heteroskedasticity and Leveraged Data

By Francisco Cribari‐Neto, T. C. Souza, Klaus L. P. Vasconcellos. 2007

85 citations recorded by the source corpus.

Subfields: Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/1dd4ab503d073dfeeb2f06b5e1d384146526cb38

How researchers see this paper

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In Statistics and Probability

1. James G. MacKinnon
2. Elizabeth Tipton
3. James Pustejovsky
4. Morten Ørregaard Nielsen
5. Michael Pfaffermayr
6. M. D. Cattaneo
7. Matthew D. Webb
8. Whitney K. Newey

Citations in the corpus

• Heteroskedasticity-Robust Inference in Finite Samples (2012, unknown): “(1)We omit HC5 (Cribari-Neto et al., 2007) from our analysis as it is nearly identical to HC4.”
• Thirty Years of Heteroskedasticity-Robust Inference (2013, methodology): “There is also an HC5 estimator, which is quite similar to HC4; see Cribari-Neto, Souza, and Vasconcellos (2007).”