#heteroskedasticity-consistent_standard_errors
Heteroskedasticity-consistent standard errors
Asymptotic variances under heteroskedasticity
The topic of heteroskedasticity-consistent (HC) standard errors arises in statistics and econometrics in the context of linear regression and time series analysis. These are also known as heteroskedasticity-robust standard errors, Eicker–Huber–White standard errors, to recognize the contributions of Friedhelm Eicker, Peter J. Huber, and Halbert White.
Sun 18th
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