Keywords
HeteroscedasticityJackknife resamplingMathematicsEstimatorCovariance matrixEconometricsStatisticsCovarianceEstimation of covariance matricesApplied mathematics
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Publication Info
- Year
- 1985
- Type
- article
- Volume
- 29
- Issue
- 3
- Pages
- 305-325
- Citations
- 1522
- Access
- Closed
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Cite This
James G. MacKinnon,
Halbert White
(1985).
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties.
Journal of Econometrics
, 29
(3)
, 305-325.
https://doi.org/10.1016/0304-4076(85)90158-7
Identifiers
- DOI
- 10.1016/0304-4076(85)90158-7