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Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices

Robert de Jong and James Davidson ()

Econometrica, 2000, vol. 68, issue 2, 407-424

Date: 2000
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Working Paper: Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices (1996) Downloads
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