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A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
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White H. A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica 48 4 (1980) 817-838
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(1980)
Econometrica
, vol.48
, Issue.4
, pp. 817-838
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White, H.1
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