PROBLEMS AND SOLUTIONS - SOLUTIONS - First and Second Moments of Newey and West's HAC Covariance Matrix Estimator under Normality
| Year of publication: |
2001
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|---|---|
| Authors: | Neudecker, Heinz |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 17.2001, 6, p. 1158
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