@article{econhot_econhot-cited-bf31aa5cc0723cda, title = {Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties}, author = {James G. MacKinnon and Halbert White}, journal = {Journal of Econometrics}, year = {1985}, volume = {29}, number = {3}, pages = {305-325}, doi = {10.1016/0304-4076(85)90158-7}, url = {https://doi.org/10.1016/0304-4076(85)90158-7} }