Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator

Kenneth West ()

Journal of Econometrics, 1997, vol. 76, issue 1-2, 171-191

Date: 1997
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Working Paper: Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator (1995)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:76:y:1997:i:1-2:p:171-191

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