More Efficient Estimation in the Presence of Heteroscedasticity of Unknown Form

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

1980 • 25,774 citations

Estimating Regression Models with Multiplicative Heteroscedasticity

1976 • 905 citations

Nonlinear Methods in Econometrics.

1973 • 675 citations

Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results

1963 • 650 citations

A New Test for Heteroskedasticity

1969 • 524 citations

Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions

1963 • 384 citations

Instrumental Variables Regression with Independent Observations

1982 • 339 citations

Estimation of Heteroscedastic Variances in Linear Models

1970 • 331 citations

Jackknifing in Unbalanced Situations

1977 • 214 citations

Variance Estimation with One Unit per Stratum

1969 • 64 citations

A Note on Residual Heterovariance and Estimation Efficiency in Regression

1966 • 26 citations