M. D. G. Lima

Essays on heteroskedasticity

M. D. G. Lima, 2008 .

A sequence of improved standard errors under heteroskedasticity of unknown form

Francisco Cribari‐Neto, M. D. G. Lima, 2011 .

New heteroskedasticity-robust standard errors for the linear regression model

Francisco Cribari‐Neto, M. D. G. Lima, 2014 .

Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form

Francisco Cribari‐Neto, M. D. G. Lima, 2010 .

Approximate inference in heteroskedastic regressions: A numerical evaluation

Francisco Cribari-Neto, Francisco Cribari‐Neto, Maria da Glória A. Lima, 2010 .

Heteroskedasticity-consistent interval estimators

Francisco Cribari-Neto, Francisco Cribari‐Neto, Maria da Glória A. Lima, 2009 .