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To cite hrt in publications we suggest to use:

Preinerstorfer, D. (2021). hrt: Heteroskedasticity robust testing. Version 1.0.0.

and to refer to the following article for a description of the algorithms and the underlying theory:

P"otscher, B.M., Preinerstorfer, D. (2021). “Controlling the size of heteroskedasticity robust tests.” Working Paper.

Corresponding BibTeX entries: 

  @Manual{,
    title = {hrt: Heteroskedasticity robust testing. Version 1.0.0},
    author = {{Preinerstorfer} and {D.}},
    year = {2021},
  }

  @Article{,
    title = {Controlling the size of heteroskedasticity robust tests},
    author = {{P{"o}tscher} and {B.M.} and {Preinerstorfer} and {D.}},
    journal = {Working Paper},
    year = {2021},
  }

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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