White's X'WX
[xuux]=mcov(x,u)
* x = nobs x nvar explanatory variables matrix
* u = nobs x 1 residuals
* xuux such that xpx-inverse*xuux*xpx-inverse represents a heteroscedasticity consistent variance-covariance matrix
xuux = mcov(x,resid); // Example taken from hwhite. Should not have many other uses.