TY  - JOUR
TI  - A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
AU  - Halbert White
JO  - Econometrica
PY  - 1980
VL  - 48
IS  - 4
DO  - 10.2307/1912934
UR  - https://doi.org/10.2307/1912934
ER  -


TY  - JOUR
TI  - A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
AU  - Whitney K. Newey
AU  - Kenneth D. West
JO  - Econometrica
PY  - 1987
VL  - 55
IS  - 3
DO  - 10.2307/1913610
UR  - https://doi.org/10.2307/1913610
ER  -


TY  - JOUR
TI  - Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
AU  - Donald W. K. Andrews
JO  - Econometrica
PY  - 1991
VL  - 59
IS  - 3
DO  - 10.2307/2938229
UR  - https://doi.org/10.2307/2938229
ER  -


TY  - JOUR
TI  - Bootstrap-Based Improvements for Inference with Clustered Errors
AU  - A. Colin Cameron
AU  - Jonah B. Gelbach
AU  - Douglas L. Miller
JO  - The Review of Economics and Statistics
PY  - 2008
VL  - 90
IS  - 3
DO  - 10.1162/rest.90.3.414
UR  - https://doi.org/10.1162/rest.90.3.414
ER  -


TY  - JOUR
TI  - Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence
AU  - Daniel Hoechle
JO  - The Stata Journal Promoting communications on statistics and Stata
PY  - 2007
VL  - 7
IS  - 3
DO  - 10.1177/1536867x0700700301
UR  - https://doi.org/10.1177/1536867x0700700301
ER  -


TY  - JOUR
TI  - Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties
AU  - James G. MacKinnon
AU  - Halbert White
JO  - Journal of Econometrics
PY  - 1985
VL  - 29
IS  - 3
DO  - 10.1016/0304-4076(85)90158-7
UR  - https://doi.org/10.1016/0304-4076(85)90158-7
ER  -


TY  - JOUR
TI  - Using Heteroscedasticity Consistent Standard Errors in the Linear Regression Model
AU  - J. Scott Long
AU  - Laurie H. Ervin
JO  - The American Statistician
PY  - 2000
VL  - 54
IS  - 3
DO  - 10.1080/00031305.2000.10474549
UR  - https://doi.org/10.1080/00031305.2000.10474549
ER  -


TY  - JOUR
TI  - PRACTITIONERS’ CORNER: Computing Robust Standard Errors for Within‐groups Estimators *
AU  - Manuel Arellano
JO  - Oxford Bulletin of Economics and Statistics
PY  - 1987
VL  - 49
IS  - 4
DO  - 10.1111/j.1468-0084.1987.mp49004006.x
UR  - https://doi.org/10.1111/j.1468-0084.1987.mp49004006.x
ER  -


TY  - JOUR
TI  - Econometric Computing with HC and HAC Covariance Matrix Estimators
AU  - Achim Zeileis
JO  - Journal of Statistical Software
PY  - 2004
VL  - 11
IS  - 10
DO  - 10.18637/jss.v011.i10
UR  - https://doi.org/10.18637/jss.v011.i10
ER  -


TY  - JOUR
TI  - An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
AU  - Donald W. K. Andrews
AU  - J. Christopher Monahan
JO  - Econometrica
PY  - 1992
VL  - 60
IS  - 4
DO  - 10.2307/2951574
UR  - https://doi.org/10.2307/2951574
ER  -