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the claim
White standard errors correct for heteroskedasticity while Newey-West correct for both heteroskedasticity and autocorrelation
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COMMON KNOWLEDGE
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This is a standard statistical fact about econometric covariance matrix estimators: White standard errors adjust for heteroskedasticity, whereas Newey-West standard errors adjust for both heteroskedasticity and autocorrelation (HAC).

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The analysis

The claim states textbook definitions of White and Newey-West standard errors. By econometric theory and everyday statistical observation, White standard errors address heteroskedasticity, while Newey-West standard errors address both heteroskedasticity and autocorrelation (HAC). Since this is a matter of definitional common knowledge, no citations are required.

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first checked04 Aug 2026
judged → COMMON KNOWLEDGE · 9504 Aug 2026
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