THE BIAS OF A HETEROSKEDASTICITY CONSISTENT COVARIANCE-MATRIX ESTIMATOR

[1] CHESHER AD, 1986, 86180 BRIST U DISC P

[2] CHESHER AD, 1984, 84163 BRIST U DISC P

[3] Cook R.D., 1982, RESIDUALS INFLUENCE

[4] CRAGG JG, 1982, ECONOMETRICA, V51, P751

[5] ASYMPTOTIC NORMALITY AND CONSISTENCY OF LAEAST SQUARES ESTIMATORS FOR FAMILIES OF LINAR REGRESSIONS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1963, 34 (02): : 447 - &

[6] EICKER F, 1967, 5TH P BERK S MATH ST, V1, P59

[7] Huber PJ., 1981, ROBUST STATISTICS

[8] Kuh E., 1980, REGRESSION DIAGNOSTI

[9] SOME HETEROSKEDASTICITY-CONSISTENT COVARIANCE-MATRIX ESTIMATORS WITH IMPROVED FINITE-SAMPLE PROPERTIES [J]. JOURNAL OF ECONOMETRICS, 1985, 29 (03) : 305 - 325

[10] ESTIMATION OF HETEROSCEDASTIC VARIANCES IN LINEAR MODELS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1970, 65 (329) : 161 - 172

[1] CHESHER AD, 1986, 86180 BRIST U DISC P

[2] CHESHER AD, 1984, 84163 BRIST U DISC P

[3] Cook R.D., 1982, RESIDUALS INFLUENCE

[4] CRAGG JG, 1982, ECONOMETRICA, V51, P751

[5] ASYMPTOTIC NORMALITY AND CONSISTENCY OF LAEAST SQUARES ESTIMATORS FOR FAMILIES OF LINAR REGRESSIONS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1963, 34 (02): : 447 - &

[6] EICKER F, 1967, 5TH P BERK S MATH ST, V1, P59

[7] Huber PJ., 1981, ROBUST STATISTICS

[8] Kuh E., 1980, REGRESSION DIAGNOSTI

[9] SOME HETEROSKEDASTICITY-CONSISTENT COVARIANCE-MATRIX ESTIMATORS WITH IMPROVED FINITE-SAMPLE PROPERTIES [J]. JOURNAL OF ECONOMETRICS, 1985, 29 (03) : 305 - 325

[10] ESTIMATION OF HETEROSCEDASTIC VARIANCES IN LINEAR MODELS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1970, 65 (329) : 161 - 172