Heteroskedasticity-Robust Inference in Linear Regressions

Verônica M. C. Lima, Tatiene C. Souza, Francisco Cribari-Neto, Gilênio B. Fernandes. Heteroskedasticity-Robust Inference in Linear Regressions. Communications in Statistics - Simulation and Computation, 39(1):194-206, 2010. [doi]

Abstract

Abstract is missing.