SOME HETEROSKEDASTICITY-CONSISTENT COVARIANCE-MATRIX ESTIMATORS WITH IMPROVED FINITE-SAMPLE PROPERTIES

被引：898

作者：

MACKINNON, JG ^{[1
]}

WHITE, H ^{[1
]}

机构：

[1] UNIV CALIF SAN DIEGO,LA JOLLA,CA 92093

来源：

JOURNAL OF ECONOMETRICS | 1985年 / 29卷 / 03期

关键词：

D O I：

10.1016/0304-4076(85)90158-7

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：305 / 325

页数：21

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