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  -