Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties
- 1 September 1985
- journal article
- research article
- Published by Elsevier in Journal of Econometrics
- Vol. 29 (3) , 305-325
- https://doi.org/10.1016/0304-4076(85)90158-7
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This publication has 11 references indexed in Scilit:
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