A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity.
| Year of publication: |
1980
|
|---|---|
| Authors: | White, Halbert |
| Published in: |
Econometrica. - Econometric Society. - Vol. 48.1980, 4, p. 817-38
|
| Publisher: |
Econometric Society |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005129860