Estimation of SEs for heteroscedastic and cross-sectionally correlated data

This study develops SE estimators for heteroscedastic and cross-sectionally correlated data. The new estimators are a cross-sectional version of the White and Domowitz ( 1984 ) and Newey and West ( 1987 ) estimators, and therefore, consistent in the presence of heteroscedasticity and cross correlati...

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Veröffentlicht in:	Applied economics 2010-05, Vol.42 (14), p.1825-1832
1. Verfasser:	Min, Chung-Ki
Format:	Artikel
Sprache:	eng
Schlagworte:	Correlation Correlation analysis Cross-sectional analysis Data analysis Economic models Estimating techniques Statistics Studies
Online-Zugang:	Volltext
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