A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
Work
Year: 1980
Type: article
Source: Econometrica
Author Halbert White
Cites: 18
Cited by: 25,930
Related to: 10
FWCI: 24.91
Citation percentile (by year/subfield): 99.92
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: closed