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PRACTITIONER's CORNER * : A Note on Computing the Heteroskedasticity Consistent Covariance Matrix Using Instrumental Variable Techniques
Author(s) -
Messer Karen,
White Halbert
Publication year - 1984
Publication title -
oxford bulletin of economics and statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.131
H-Index - 73
eISSN - 1468-0084
pISSN - 0305-9049
DOI - 10.1111/j.1468-0084.1984.mp46002005.x
Subject(s) - library science , wish , citation , computer science , operations research , psychology , mathematics , sociology , anthropology