A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATORS (Q4512682)
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scientific article; zbMATH DE number 1525693
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATORS |
scientific article; zbMATH DE number 1525693 |
Statements
A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATORS (English)
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29 March 2001
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strong consistency
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heteroskedasticity
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autocorrelation
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covariance matrix estimators
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