Heteroskedasticity-robust inference in finite samples
Since the advent of heteroskedasticity-robust standard errors, several papers have proposed adjustments to the original White formulation. We replicate earlier findings that each of these adjusted estimators performs quite poorly in finite samples. We propose a class of alternative heteroskedasticit...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
Elsevier
2016
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| Online Access: | http://hdl.handle.net/1721.1/101252 https://orcid.org/0000-0002-5433-9435 |