@article{econhot_econhot-reading-09,
  title = {A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity},
  author = {Halbert White},
  journal = {Econometrica},
  year = {1980},
  volume = {48},
  number = {4},
  pages = {817},
  doi = {10.2307/1912934},
  url = {https://doi.org/10.2307/1912934}
}

@article{econhot_econhot-reading-10,
  title = {A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix},
  author = {Whitney K. Newey and Kenneth D. West},
  journal = {Econometrica},
  year = {1987},
  volume = {55},
  number = {3},
  pages = {703},
  doi = {10.2307/1913610},
  url = {https://doi.org/10.2307/1913610}
}

@article{econhot_econhot-reading-11,
  title = {Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation},
  author = {Donald W. K. Andrews},
  journal = {Econometrica},
  year = {1991},
  volume = {59},
  number = {3},
  pages = {817},
  doi = {10.2307/2938229},
  url = {https://doi.org/10.2307/2938229}
}