The merit order effect of wind and river type hydroelectricity generation on Turkish electricity prices

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

Halbert White · Econometrica · 1980 · 26.1K citations

Social Sciences, Economics, Econometrics +11

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

Robert F. Engle · Econometrica · 1982 · 20.6K citations

Computing, Economics, Econometrics +15

The behavior of maximum likelihood estimates under nonstandard conditions

Peter J. Huber · Project Euclid (Cornell University) · 1967 · 4.8K citations

Natural Sciences, Biostatistics, Probability Theory +11

TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II

J. Durbin, G. S. Watson · Biometrika · 1951 · 3.6K citations

Social Sciences, Economics, Econometrics +14

Numerical distribution functions for unit root and cointegration tests

James G. MacKinnon · Journal of Applied Econometrics · 1996 · 3.1K citations

Social Sciences, Economics, Econometrics +7