A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model

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

1980 • 25,774 citations

Specification Tests in Econometrics

1978 • 17,234 citations

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

1987 • 15,268 citations

Inference in Linear Time Series Models with some Unit Roots

1990 • 2,567 citations

Asymptotic Theory for Econometricians.

1988 • 1,473 citations

Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties

1985 • 1,446 citations

Nonlinear Statistical Models.

1989 • 1,147 citations

Asymptotic Theory for Econometricians

1984 • 602 citations

Nonlinear Regression with Dependent Observations

1984 • 465 citations

Nonlinear Statistical Models

1988 • 36 citations

A Unified Approach to Robust, Regression-Based Specification Tests

1988 • 5 citations