Principles of Cliometrics (Episode 35) - Robust Standard Errors
Channel: Joshua Hruzik
Date: 2015-05-19

How do we account for a violation of the assumptions?
In this video we'll learn about ways to account for heteroskedasticity and serial correlation

Achim Zeileis: Econometric Computing with HC and HAC
Covariance Matrix Estimators. http://www.jstatsoft.org/v11/i10/paper