Concepedia
Computational Statistics & Data Analysis · 2004 · 193 citations · 26 references
Open access
Public HealthBiostatisticsEconometricsBootstrap MethodsGeneralized Linear ModelsRobust Statistical ModelingBootstrap AnalysisBootstrap Bias EstimationBootstrap Bias-variance DecompositionBootstrap EstimationBootstrap Hypothesis TestsBootstrap Standard ErrorsPairs Bootstrap
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A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
Halbert White · Econometrica · 1980 · 26.1K citations
Social Sciences, Economics, Econometrics +11
The Bootstrap and Edgeworth Expansion.
Rudolf Beran, Peter A. Hall · Journal of the American Statistical Association · 1993 · 1.9K citations
Natural Sciences, Mathematics, Applied Mathematics +4
Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis
C. F. Jeff Wu · The Annals of Statistics · 1986 · 1.8K citations
Natural Sciences, Biostatistics, Econometrics +16
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties
James G. MacKinnon, Halbert White · Journal of Econometrics · 1985 · 1.6K citations · Full text
Natural Sciences, Biostatistics, Econometrics +13
Using Heteroscedasticity Consistent Standard Errors in the Linear Regression Model
J. Scott Long, Laurie H. Ervin · The American Statistician · 2000 · 1.4K citations
Social Sciences, Economics, Econometrics +10