A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix (Q3806654)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix |
scientific article |
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A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix (English)
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1987
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rational expectations models
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asymptotic covariance matrix of the generalized method of moments estimator
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