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About:
Heteroskedasticity-consistent standard errors
An Entity of Type:
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,
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Asymptotic variances under heteroskedasticity
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description
asymptotic variances under heteroskedasticity
(en)
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http://www.statsmodels.org/dev/generated/statsmodels.regression.linear_model.RegressionResults.html
http://www-stat.wharton.upenn.edu/~buja/PAPERS/Buja_et_al_A_Conspiracy-rev1.pdf
http://nrs.harvard.edu/urn-3:HUL.InstRepos:13572089
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