Robust Inference for Misspecified Models Conditional on Covariates

Following the work by White (1980ab; 1982) it is common in empirical work in economics to report standard errors that are robust against general misspecification. In a regression setting these standard errors are valid for the parameter that in the population minimizes the squared difference between借鉴怀特（White, 1980ab; 1982）的研究成果，在经济学实证研究中，报告对一般性设定偏误具有稳健性的标准误（standard errors）已成为通行惯例。在回归框架下，这类标准误适用于总体中使二者间平方差最小化的参数。