Heteroskedasticity-Robust Inference in Finite Samples
收藏NBER2011-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w17698
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资源简介：
Since the advent of heteroskedasticity-robust standard errors, several papers have proposed adjustments to the original White formulation. We replicate earlier findings that each of these adjusted estimators performs quite poorly in finite samples. We propose a class of alternative
提供机构：
美国国家经济研究局
创建时间：
2011-12-01
