A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelationconsistent Covariance Matrix
Year of publication: |
[2021]
|
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Authors: | Newey, Whitney K. ; West, Kenneth D. |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Heteroskedastizität | Heteroscedasticity | Korrelation | Correlation |
Extent: | 1 Online-Ressource (14 p) |
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Series: | NBER Working Paper ; No. t0055 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 1986 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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