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Heteroscedasticity-consistent standard errors
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#	Item
21	Imbens/Wooldridge, Lecture Notes 14, Summer ’07 What’s New in Econometrics? NBER, Summer 2007 Lecture 14, Wednesday, August 1st, 3:15-4:15 pm Quantile Methods Add to Reading List Source URL: www.nber.org Language: English - Date: 2007-07-27 10:50:30 Econometrics Least squares Data analysis Quantile regression Normal distribution Heteroscedasticity-consistent standard errors Quantile Ordinary least squares M-estimator Statistics Regression analysis Estimation theory
22	Introduction The ACD Model Cost of GARCH Add to Reading List Source URL: www.rinfinance.com Language: English - Date: 2013-05-15 21:22:56 Autoregressive conditional heteroskedasticity Skewness Heteroscedasticity-consistent standard errors Normal distribution Normality test Kurtosis Statistics Econometrics Time series analysis
23	Package ‘sandwich’ August 24, 2014 Version[removed]Date[removed]Title Robust Covariance Matrix Estimators Description Add to Reading List Source URL: cran.r-project.org Language: English - Date: 2014-08-24 16:09:19 Estimation theory Statistical methods Signal processing Newey–West estimator Autocorrelation Heteroscedasticity-consistent standard errors Linear regression Estimator Variance Statistics Regression analysis Econometrics
24	COMPUTING PRESCRIPTIONS Editors: Isabel Beichl, [removed] FITTING NATURE’S BASIC FUNCTIONS PART I: POLYNOMIALS AND LINEAR LEAST SQUARES By Bert W. Rust Add to Reading List Source URL: math.nist.gov Language: English - Date: 2005-04-06 15:12:51 Normal distribution Least squares Ordinary least squares Linear regression Degrees of freedom Errors and residuals in statistics Residual sum of squares Non-linear least squares Heteroscedasticity-consistent standard errors Statistics Regression analysis Linear least squares
25	Econometric Computing with HC and HAC Covariance Matrix Estimators Achim Zeileis Universit¨at Innsbruck Abstract Add to Reading List Source URL: cran.r-project.org Language: English - Date: 2014-08-24 16:09:19 Estimation theory Time series analysis Parametric statistics Ordinary least squares Linear regression Heteroscedasticity-consistent standard errors Autocorrelation Least squares Homoscedasticity Statistics Regression analysis Econometrics
26	How Robust Standard Errors Expose Methodological Problems They Do Not Fix, and What to Do About it∗ Gary King† Margaret E. Roberts‡. Add to Reading List Source URL: gking.harvard.edu Language: English - Date: 2014-08-05 16:14:07 Estimation theory Statistical theory Parametric statistics Heteroscedasticity-consistent standard errors Linear regression Variance Bias of an estimator Estimator Gauss–Markov theorem Statistics Regression analysis Econometrics
27	ESTIMATING THE MODEL VARIANCE OF A RANDOMIZATION-CONSISTENT REGRESSION ESTIMATOR Phillip S. Kott and K.R.W . Brewer National Agricultural Statistics Service, Fairfax, VA 20230, USA and Au stralia n National U niversity, Add to Reading List Source URL: www.nass.usda.gov Language: English - Date: 2010-12-22 12:14:37 Statistical theory Regression analysis Signal processing Bias of an estimator Estimator Variance Covariance Heteroscedasticity-consistent standard errors Importance sampling Statistics Estimation theory Statistical inference
28	Performance of the Operational Wansbeek-Bekker Estimator for Dynamic Panel Data Models Mark N. Harris Melbourne Institute of Applied Economic and Social Research University of Melbourne and Add to Reading List Source URL: www.melbourneinstitute.com Language: English - Date: 2002-11-26 19:12:49 Estimator Generalized method of moments Mean squared error M-estimator Efficient estimator Heteroscedasticity-consistent standard errors Statistics Estimation theory Instrumental variable
29	Performance of the Operational Wansbeek-Bekker Estimator for Dynamic Panel Data Models Mark N. Harris Melbourne Institute of Applied Economic and Social Research University of Melbourne and Add to Reading List Source URL: melbourneinstitute.com Language: English - Date: 2002-11-26 19:12:49 Estimator Generalized method of moments Mean squared error M-estimator Efficient estimator Heteroscedasticity-consistent standard errors Statistics Estimation theory Instrumental variable
30	How Robust Standard Errors Expose Methodological Problems They Do Not Fix, and What to Do About it∗ Gary King† Margaret E. Roberts‡ Add to Reading List Source URL: gking.harvard.edu Language: English - Date: 2014-05-09 15:32:15 Estimation theory Parametric statistics Statistical methods Heteroscedasticity-consistent standard errors Linear regression Estimator Bias of an estimator Variance Maximum likelihood Statistics Regression analysis Econometrics

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