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Halbert, W. (1980). A heteroskedasticity-consistent covariance Matrix estimator and a direct test for heteroskedasticity. Econometrica, 48(4), 817–838
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Härdle, W.K., Spokoiny, V., Panov, V., Wang, W. (2014). Testing in Linear Models. In: Basics of Modern Mathematical Statistics. Springer Texts in Statistics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-36850-9_7
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DOI: https://doi.org/10.1007/978-3-642-36850-9_7
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