Theoretical Economics Letters

Vol.6 No.4(2016), Paper ID 69165, 20 pages

DOI:10.4236/tel.2016.64071

 

Heteroskedasticity-Consistent Covariance Matrix Estimators in Small Samples with High Leverage Points

 

Esra Şimşek, Mehmet Orhan

 

Department of Economics, Istanbul Bilgi University, Istanbul, Turkey
Department of Economics, Fatih University, Istanbul, Turkey

 

Copyright © 2016 Esra Şimşek, Mehmet Orhan et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Şimşek, E. and Orhan, M. (2016) Heteroskedasticity-Consistent Covariance Matrix Estimators in Small Samples with High Leverage Points. Theoretical Economics Letters, 6, 658-677. doi: 10.4236/tel.2016.64071.
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