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A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
Author(s):
Halbert White
Publication date
Created:
May 1980
Publication date
(Print):
May 1980
Journal:
Econometrica
Publisher:
JSTOR
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There is no author summary for this article yet. Authors can add summaries to their articles on ScienceOpen to make them more accessible to a non-specialist audience.
Related collections
Numerical Algebra, Matrix Theory, Differential-Algebraic Equations, and Control Theory
Author and article information
Journal
Title:
Econometrica
Abbreviated Title:
Econometrica
Publisher:
JSTOR
ISSN (Print):
00129682
Publication date Created:
May 1980
Publication date (Print):
May 1980
Volume
: 48
Issue
: 4
Page
: 817
Article
DOI:
10.2307/1912934
SO-VID:
5d3ff633-ae4a-4121-b21c-0d67f7e609e7
Copyright ©
© 1980
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