The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator
- 1 September 1987
- journal article
- research article
- Published by JSTOR in Econometrica
- Vol. 55 (5) , 1217-1222
- https://doi.org/10.2307/1911269
Abstract
No abstract availableThis publication has 2 references indexed in Scilit:
- Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample propertiesJournal of Econometrics, 1985
- The moments of products of quadratic forms in normal variables*Statistica Neerlandica, 1978