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  -