White, Halbert A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. (English) Zbl 0459.62051 Econometrica 48, 817-838 (1980). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 27 ReviewsCited in 506 Documents MSC: 62J05 Linear regression; mixed models 62P20 Applications of statistics to economics 62H12 Estimation in multivariate analysis 62G05 Nonparametric estimation 62G10 Nonparametric hypothesis testing Keywords:heteroskedasticity; covariance matrix estimator; consistent estimator; ordinary least squares PDF BibTeX XML Cite \textit{H. White}, Econometrica 48, 817--838 (1980; Zbl 0459.62051) Full Text: DOI OpenURL