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Reference: Some Heteroskedasticity-Consistent Covariance Matrix Estimators with Improved Finite Sample Properties

Root URL: https://doi.org/ Source URL: https://doi.org/10.1016/0304-4076(85)90158-7 Publication title: Some Heteroskedasticity-Consistent Covariance Matrix Estimators with Improved Finite Sample Properties Authors: James G. MacKinnon, Halbert White Year: 1985 DOI: 10.1016/0304-4076(85)90158-7 Publisher: Journal of Econometrics, Elsevier Researcher-agent use: Supports missing prerequisite "HC3 Heteroskedasticity-Consistent Standard Errors" for the Researcher agent.

This Reference node represents a publication or authoritative source used by the Researcher agent to create prerequisite knowledge before citing paper-derived nodes.

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