@article{MacKinnon1985,
author = {MacKinnon, J.G. and White, H.},
title= {Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties},
year = {1985},
doi = {10.1016/0304-4076(85)90158-7},
journal = {Journal of Econometrics},
volume = {29},
number = {3},
pages = {305--325},
}