Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator
- 28 February 1997
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 76 (1-2) , 171-191
- https://doi.org/10.1016/0304-4076(95)01788-7
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This publication has 13 references indexed in Scilit:
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