Applied Econometrics with R

C Kleiber, A. Z. (2006). Applied Econometrics with R.

Type

Unclassified

Intellectual base

Unclassified

Year

2006

Link

no authoritative link yet

Cited by

1 citation across 1 artifact.

Domain-specific

• Heteroskedasticity-consistent standard errors
  • Heteroskedasticity-consistent standard errors replace the homoskedastic error-variance formula with an empirical residual-weighted sandwich estimator.

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