A Note on Computing the Heteroskedasticity Consistent Covariance Matrix Using Instrumental Variable Techniques.

B-Tier

Journal: Oxford Bulletin of Economics and Statistics

Year: 1984

Volume: 46

Issue: 2

Pages: 181-84

Authors (2)

Messer, Karen (not in RePEc) White, Halbert

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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