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- W2042295769 abstract "This paper conducts Monte Carlo simulation experiments for a particular example in the literature using the Hansen-Hodrick-Newey-West-White methodology and concludes that correcting for heteroscedasticity can substantially worsen statistical inference even when heteroscedasticity is present in the data." @default.
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- W2042295769 title "Does correcting for heteroscedasticity help?" @default.
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- W2042295769 doi "https://doi.org/10.1016/0165-1765(90)90144-p" @default.
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