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Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties. (1983). White, Halbert ; MacKinnon, James.
In: Working Papers.
RePEc:qed:wpaper:537.

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Cites: 13

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  1. Alternative Asymptotics and the Partially Linear Model with Many Regressors. (2012). Newey, Whitney ; Jansson, Michael ; Cattaneo, Matias.
    In: CREATES Research Papers.
    RePEc:aah:create:2012-02.

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  2. Monetary Policy Rules in Central and Eastern European Countries: Does the Exchange Rate Matter?. (2009). Frömmel, Michael ; SCHOBERT, F. ; FRMMEL, M. ; GARABEDIAN, G..
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:09/611.

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  3. Determinants of the time varying risk premia. (2007). Chantapacdepong, Pornpinun.
    In: Bristol Economics Discussion Papers.
    RePEc:bri:uobdis:07/597.

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  4. Migration, Household Composition and Child Welfare in Rural Northeast Thailand. (2005). Lim, Steven ; Cameron, Michael.
    In: Working Papers in Economics.
    RePEc:wai:econwp:05/05.

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  5. A Stochastic Measure of International Competitiveness. (2005). Clements, Kenneth ; H. Y Izan, ; Lan, Yihui.
    In: Economics Discussion / Working Papers.
    RePEc:uwa:wpaper:05-15.

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  6. The demand for Canadian defence expenditures. (2005). Solomon, Binyam .
    In: Defence and Peace Economics.
    RePEc:taf:defpea:v:16:y:2005:i:3:p:171-189.

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  7. The Effect of High Stakes High School Achievement Awards: Evidence from a School-Centered Randomized Trial. (2004). Lavy, Victor ; Angrist, Joshua.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1146.

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  8. Estimating Demand for Local Telephone Service with Asymmetric Information and Optional Calling Plans. (2000). Miravete, Eugenio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2635.

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  9. Price Competition and Market Structure: The Impact of Cartel Policy on Concentration in the UK. (1999). Symeonidis, George.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2308.

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  10. High-Tech Innovation, Growth and Trade Dynamics in Australia. (1997). Karunaratne, Neil .
    In: Open Economies Review.
    RePEc:kap:openec:v:8:y:1997:i:2:p:151-170.

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  11. Public policy and anthropometric outcomes in the Cote dIvoire. (1996). Thomas, Duncan ; Strauss, John ; Lavy, Victor.
    In: Journal of Public Economics.
    RePEc:eee:pubeco:v:61:y:1996:i:2:p:155-192.

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References

References cited by this document

  1. Breusch, T. S. and A. R. Pagan (1979). âA simple test for heteroskedasticity and random coeïcient variation,â Econometrica 47, 1287â1294.

  2. Cragg, J. G. (1983). âMore eïcient estimation in the presence of heteroskedasticity of unknown form,â Econometrica 51, 751â763.
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  3. Davidson, R. and J. G. MacKinnon (1981). âEïcient estimation of tail-area probabilities in sampling experiments,â Economics Letters 8, 73â77.
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  4. Efron, B. (1982). The Jackknife, the Bootstrap and Other Resampling Plans. Society for Industrial and Applied Mathematics, Philadelphia, PA.
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  5. Eicker, F. (1963). âAsymptotic normality and consistency of the least squares estimators for families of linear regressions,â Annals of Mathematical Statistics 34, 447â456.
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  6. Goldfeld, S. M. and R. E. Quandt (1965). âSome tests for homoskedasticity,â Journal of the American Statistical Association 60, 539â547.
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  7. Hinkley, D. V. (1977). âJackkniïng in unbalanced situations,â Technometrics 19, 285â292.
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  8. Horn, S. D., R. A. Horn, and D. B. Duncan (1975). âEstimating heteroskedastic variances in linear models,â Journal of the American Statistical Association 70, 380â385.
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  9. Koenker, R. (1981). âA note on studentizing a test for heteroskedasticity,â Journal of Econometrics 17, 107â112.

  10. Messer, K. and H. White (1984). âA note on computing the heteroskedasticity consistent covariance matrix using instrumental variable techniques,â Oxford Bulletin of Economics and Statistics 46, 181â184.

  11. Nicholls, D. F. and A. R. Pagan (1983). âHeteroskedasticity in models with lagged dependent variables,â Econometrica 51, 1233â1242.
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  12. Rothenberg, T. J. (1988). âApproximate power functions for some robust tests of regression coeïcients,â Econometrica 56, 997â1019.

  13. White, H. (1980). âA heteroskedasticity-consistent covariance matrix and a direct test for heteroskedasticity,â Econometrica 48, 817â838. â13â

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