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

By Francisco Cribari‐Neto, Wilton Bernardino da Silva. 2011

76 citations recorded by the source corpus.

Subfields: Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/947d630fd5e4a98e78e11e6b152904f597234105