Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties

A-Tier
Journal: Journal of Econometrics
Year: 1985
Volume: 29
Issue: 3
Pages: 305-325

Authors (2)

MacKinnon, James G. (Queen's University) White, Halbert

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:econom:v:29:y:1985:i:3:p:305-325
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25