Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator
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Publication:1362034
DOI10.1016/0304-4076(95)01788-7zbMath0878.62103OpenAlexW2091174088MaRDI QIDQ1362034
Publication date: 5 January 1998
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(95)01788-7
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