Linear regressions fitted to cross-sectional data of tentimes display heteroskedasticity, that is, error variances that are not constant. A common modeling strategy ...

Standard errors of parameter estimates are widely used in empirical work. The bootstrap often can provide a convenient means of estimating standard errors. The ...

In this sense, the proposed method is an extension of the variance of the regression estimator for two-stage sampling. The method is applied to quarterly data from the Labor Force Survey where ...