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An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
Home
Publications
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
DA
Donald W. K. Andrews
Donald W. K. Andrews
JM
J. Christopher Monahan
J. Christopher Monahan
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1 July 1992
journal article
Published by
JSTOR
in
Econometrica
Vol. 60
(4)
,
953
https://doi.org/10.2307/2951574
Abstract
No abstract available
Cited by 757 articles