Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator
Year of publication: |
1997
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Authors: | West, Kenneth D. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 76.1997, 1-2, p. 171-192
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Saved in:
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