Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation

• 1 September 2002
• journal article
• Published by The Econometric Society in Econometrica
• Vol. 70  (5) , 2093-2095
• https://doi.org/10.1111/1468-0262.00366

Abstract

Keywords

• STANDARD ERROR
• LINEAR REGRESSION MODEL
• STATISTICAL INFERENCE
• SAMPLE SIZE
• INSTRUMENTAL VARIABLE
• ORDINARY LEAST SQUARE

All Related Versions

• Version 1, 2001-01-01, RePEc (Unconfirmed version)