毕业论文急求！什么是WHITE协方差稳健估计啊，懂的兄弟帮我讲讲吧！拜托了~

各位兄弟姐妹好，小弟我正在写论文，需要做一个什么WHITE协方差稳健估计，但是我完全不懂啊！所以拜托各位懂的兄弟随便帮我普及下，教教我吧，万分感谢啊！时间紧迫，急求，跪求啊！
        再次谢谢大家了！

Heteroskedasticity-Consistent Covariance Matrix Estimator

References:

Heteroscedasticity-Consistent Standard Errors

=====================================
White (1980)
A Heteroskedasticity-Consistent Covariance Matrix Estimator

MacKinnon & White (1985)
Some Heteroskedastic-Consistent Covariance Matrix Estimators with Improved Finite Sample Properties

Pinggu_HCCME.rar (1.47 MB) 本附件包括：

• White_1980_A Heteroskedasticity-Consistent Covariance Matrix Estimator.pdf
• MacKinnon & White_1985_Some Heteroskedastic-Consistent Covariance Matrix Estimators with Improved Finite Sample Properties.pdf

2011-5-31 10:13:00 上传

顶下～～～～～～～～～～～～～

谢谢兄弟帮顶，哈哈！ 2# zdwrabbit