English, Article, Journal or magazine article edition: Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap Dale Poirier

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Bookmark: http://trove.nla.gov.au/version/34007
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap
Author
  • Dale Poirier
Physical Description
  • preprint
Notes
  • This paper provides Bayesian rationalizations for White’s heteroskedastic consistent (HC) covariance estimator and various modifications of it. An informed Bayesian bootstrap provides the statistical framework.
  • RePEc:irv:wpaper:080905
Language
  • English
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