How can I calculate the heteroskedastic consistent covariance matrix (HCCM) for a univariate regression (i.e., an OLS regression with one regressor and no intercept)?How can I calculate the heteroskedastic consist
How can I calculate the heteroskedastic consistent covariance matrix (HCCM) for a univariate regression (i.e., an OLS regression with one regressor and no intercept)?How can I calculate the heteroskedastic consist