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  "Title": "Interval Estimation of Linear Models with Heteroskedasticity",
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  "Authors@R": "c(person(given = \"Pedro Rafael\", family = \"Diniz Marinho\", role =\nc(\"aut\", \"cre\"), email = \"pedro.rafael.marinho@gmail.com\"),\nperson(given = \"Francisco\", family = \"Cribari Neto\", role =\nc(\"aut\",\"ctb\"), email = \"cribari@de.ufpe.br\"))",
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  "Description": "Calculates the interval estimates for the parameters of\nlinear models with heteroscedastic regression using bootstrap -\n(Wild Bootstrap) and double bootstrap-t (Wild Bootstrap). It is\nalso possible to calculate confidence intervals using the\npercentile bootstrap and percentile bootstrap double. The\npackage can calculate consistent estimates of the covariance\nmatrix of the parameters of linear regression models with\nheteroscedasticity of unknown form. The package also provides a\nfunction to consistently calculate the covariance matrix of the\nparameters of linear models with heteroscedasticity of unknown\nform. The bootstrap methods exported by the package are based\non the master's thesis of the first author, available at\n<https://raw.githubusercontent.com/prdm0/hcci/master/references/dissertacao_mestrado.pdf>.\nThe hcci package in previous versions was cited in the book\nVINOD, Hrishikesh D. Hands-on Intermediate Econometrics Using\nR: Templates for Learning Quantitative Methods and R Software.\n2022, p. 441, ISBN 978-981-125-617-2 (hardcover). The simple\nbootstrap schemes are based on the works of Cribari-Neto F and\nLima M. G. (2009) <doi:10.1080/00949650801935327>, while the\ndouble bootstrap schemes for the parameters that index the\nlinear models with heteroscedasticity of unknown form are based\non the works of Beran (1987) <doi:10.2307/2336685>. The use of\nbootstrap for the calculation of interval estimates in\nregression models with heteroscedasticity of unknown form from\na weighting of the residuals was proposed by Wu (1986)\n<doi:10.1214/aos/1176350142>. This bootstrap scheme is known as\nweighted or wild bootstrap.",
  "Author": "Pedro Rafael Diniz Marinho [aut, cre], Francisco Cribari Neto\n[aut, ctb]",
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