In the presence of conditional heteroskedasticity, inference about the coefficients in a linear regression model these … days is typically based on the ordinary least squares estimator in conjunction with using heteroskedasticity consistent … standard errors. Similarly, even when the true form of heteroskedasticity is unknown, heteroskedasticity consistent standard …

functional form of conditional heteroskedasticity. First, we provide rigorous proofs under reasonable assumptions; second, we …

In the presence of conditional heteroskedasticity, inference about the coefficients in a linear regression model these … days is typically based on the ordinary least squares estimator in conjunction with using heteroskedasticity consistent … standard errors. Similarly, even when the true form of heteroskedasticity is unknown, heteroskedasticity consistent standard …