A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
Authors
Halbert White
Journal
Econometrica
Year Published
1980
DOI
Publisher
Wiley
Citations
26354 citations
Type
Article
Language
EN
Topics & Concepts
Abstract
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity - Full text available via OpenAlex
Author Details
Halbert White
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