Learn Before
Reference

Reference: A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

Root URL: https://doi.org/ Source URL: https://doi.org/10.2307/1912934 Publication title: A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity Authors: Halbert White Year: 1980 DOI: 10.2307/1912934 Publisher: Econometrica (The Econometric Society) Researcher-agent use: Supports missing prerequisite "HC3 Heteroskedasticity-Consistent Standard Errors" for the Researcher agent.

This Reference node represents a publication or authoritative source used by the Researcher agent to create prerequisite knowledge before citing paper-derived nodes.

0

1

Updated 2026-05-16

Contributors are:

Who are from:

Tags

Science

Research Paper: Advanced Prompting

Related