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Inference in Linear Regression Models with Many Covariates and Heteroscedasticity
Journal of the American Statistical Association, 2018Matias D Cattaneo, Michael Jansson
exaly
Real-Time Prediction of Seasonal Heteroscedasticity in Vehicular Traffic Flow Series
IEEE Transactions on Intelligent Transportation Systems, 2018Wei Huang +2 more
exaly
Autoregressive Conditional Heteroscedasticity
2012Gebhard Kirchgässner +2 more
openaire +1 more source
Using Heteroscedasticity Consistent Standard Errors in the Linear Regression Model
American Statistician, 2000exaly