Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
- 1 March 2000
- journal article
- Published by The Econometric Society in Econometrica
- Vol. 68 (2) , 407-423
- https://doi.org/10.1111/1468-0262.00115
Abstract
No abstract availableThis publication has 15 references indexed in Scilit:
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