Hajek不等式、杠杆度量与异方差稳健Wald检验的规模

Hajek Inequalities, Measures of Leverage and the Size of Heteroskedasticity Robust Wald Tests

Econometrica · 1989
被引 32
人大 A+FT50ABS 4*
计量经济学统计推断假设检验异方差性