Chesher, Andrew, and Ian Jewitt. “Notes and Comments: The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator.” Econometrica, vol. 55, .no 5, Econometric Society, 1987, pp. 1217-1222, https://www.jstor.org/stable/1911269
Chicago
Chesher, Andrew, and Ian Jewitt. “Notes and Comments: The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator.” Econometrica, 55, .no 5, (Econometric Society: 1987), 1217-1222. https://www.jstor.org/stable/1911269
APA
Chesher, A., & Jewitt, I. (1987). Notes and Comments: The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator. Econometrica, 55(5), 1217-1222. https://www.jstor.org/stable/1911269
The Executive Committee of the Econometric Society has approved an increase in the submission fees for papers in Econometrica. Starting January 1, 2025, the fee for new submissions to Econometrica will be US$125 for regular members and US$50 for student members.
By clicking the "Accept" button or continuing to browse our site, you agree to first-party and session-only cookies being stored on your device. Cookies are used to optimize your experience and anonymously analyze website performance and traffic.