Information Journal Paper
APA:
CopyWHITE, HALBERT. (1980). A HETEROSKEDASTICITY-CONSISTENT COVARIANCE MATRIX ESTIMATOR AND A DIRECT TEST FOR HETEROSKEDASTICITY. ECONOMETRICA, 48(-), 817-838. SID. https://sid.ir/paper/597801/en
Vancouver:
CopyWHITE HALBERT. A HETEROSKEDASTICITY-CONSISTENT COVARIANCE MATRIX ESTIMATOR AND A DIRECT TEST FOR HETEROSKEDASTICITY. ECONOMETRICA[Internet]. 1980;48(-):817-838. Available from: https://sid.ir/paper/597801/en
IEEE:
CopyHALBERT WHITE, “A HETEROSKEDASTICITY-CONSISTENT COVARIANCE MATRIX ESTIMATOR AND A DIRECT TEST FOR HETEROSKEDASTICITY,” ECONOMETRICA, vol. 48, no. -, pp. 817–838, 1980, [Online]. Available: https://sid.ir/paper/597801/en