'Explain how White’s coefficient-variance estimator (see Section 12.2.3), which is used to correct the covariance matrix of OLS regression coefficients for heteroscedasticity, can be employed to obtain consistent coefficient standard errors for the two-step estimator of Heckman’s regression-selection model—the second step of which entails an OLS regression with heteroscedastic errors (Equation 20.21 on page 634). (Hint: Refer to Exercise 20.13 for the variance of the errors in the second-step OLS regression.)