Mean-Structure and Autocorrelation Consistent Covariance Matrix Estimation

DOI10.1080/07350015.2020.1796397zbMath1547.6266MaRDI QIDQ6620845

Kin Wai Chan

Publication date: 17 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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