Heteroskedasticity-consistent standard errors: Revision history

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curprev 01:4601:46, 25 May 2025 OAbot talk contribs m 18,346 bytes +25 Open access bot: url-access updated in citation with #oabot. undo

curprev 19:4419:44, 28 February 2025 83.26.255.244 talk 18,321 bytes 0 →Software: This topic is discussed in chapter 22 in Gretl User's Guide dated February 2025 undo

curprev 11:2311:23, 16 May 2023 LukasGraz99 talk contribs m 18,317 bytes +9 consistent notation for y undo

curprev 16:5016:50, 28 January 2023 OAbot talk contribs m 18,340 bytes +16 Open access bot: doi added to citation with #oabot. undo

curprev 17:0917:09, 10 December 2022 Oragonof talk contribs m 18,324 bytes +50 Added link to HAC / Newey West Standard Errors as they solve a similiar problem. undo Tag: Visual edit
curprev 17:0217:02, 10 December 2022 Oragonof talk contribs 18,274 bytes +364 Added brief section on GLS/WLS as alternative to heteroskedasticity-robust SEs undo Tag: Visual edit
curprev 16:5316:53, 10 December 2022 31.164.105.64 talk 17,910 bytes +1,438 Added comment on choice of specific estimator (HC0-HC3) based on Long & Ervin 2000. Added reference to bootstrapping as alternative to heteroskedasticity-robust SEs and how they can be combined in a studentized bootstrap. undo Tag: Visual edit

curprev 20:1020:10, 15 June 2022 Normchou talk contribs 15,891 bytes +68 Importing Wikidata short description: "Asymptotic variances under heteroskedasticity" undo Tag: Shortdesc helper
curprev 19:5519:55, 15 June 2022 Normchou talk contribs 15,823 bytes −27 Restored revision 1078626632 by Nicolasbourbaki (talk): Remove extraneous tag undo Tags: Twinkle Undo

curprev 16:3216:32, 18 May 2022 AnomieBOT talk contribs m 15,850 bytes +14 Dating maintenance tags: {{Disputed}} undo Tag: Reverted
curprev 14:3214:32, 18 May 2022 5.90.4.20 talk 15,836 bytes +13 The language and the notation used are very imprecise. For example: in the Gauss-Markov setting most of the stated assumptions require conditioning on the design matrix; the locution "desirable properties" is too vague; there is no real discussion of asymptotics; etc etc . undo Tag: Reverted