Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

• 1 May 1991
• journal article
• Published by JSTOR in Econometrica
• Vol. 59  (3) , 817
• https://doi.org/10.2307/2938229

Abstract

All Related Versions

• Version 1, RePEc (Unconfirmed version)
• Version 1, RePEc (Unconfirmed version)