HCCME - What does HCCME stand for? The Free Dictionary
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This problem was corrected using Heteroskedastcity-Consistent Covariance Matrix Estimators (HCCME
) suggested by White (1980) and the result shown above in Equation 5 has been reported after correcting for Heteroskedastcity.
Explaining Announcement-Period Returns This table displays the OLS point estimates with HCCME
standard errors following Davidson and MacKinnon (1993).