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A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

✍ Scribed by Halbert White

Book ID: 120031039
Publisher: John Wiley and Sons
Year: 1980
Tongue: English
Weight: 450 KB
Volume: 48
Category: Article
ISSN: 0012-9682
DOI: 10.2307/1912934

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