Heteroskedasticity-Consistent Covariance Matrix Estimators in Small Samples with High Leverage Points

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ISSN Print: 2162-2078
ISSN Online: 2162-2086
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"Heteroskedasticity-Consistent Covariance Matrix Estimators in Small Samples with High Leverage Points"
written by Esra Şimşek, Mehmet Orhan,
published by Theoretical Economics Letters, Vol.6 No.4, 2016

has been cited by the following article(s):

[1]	Robust Inference in Panel Data Models: Some Effects of Heteroskedasticity and Leveraged Data in Small Samples
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[2]	Heteroscedasticity of unknown form: a comparison of five heteroscedasticity-consistent covariance matrix (hccm) estimators
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[3]	QUANTIFICATION OF RANDOM PROCESSES: FROM DIFFUSION TO RHEOLOGY
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[4]	Spatiotemporal measurement of concentration-dependent diffusion coefficient
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[5]	Essays on Econometric Methods
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[2]	Spatiotemporal measurement of concentration-dependent diffusion coefficient Physics of Fluids, 2022 DOI:10.1063/5.0094620

[3]	Spatiotemporal measurement of concentration-dependent diffusion coefficient Physics of Fluids, 2022 DOI:10.1063/5.0094620

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