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A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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Publications
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
WN
Whitney K. Newey
Whitney K. Newey
KW
Kenneth D. West
Kenneth D. West
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1 May 1987
journal article
Published by
JSTOR
in
Econometrica
Vol. 55
(3)
,
703
https://doi.org/10.2307/1913610
Abstract
No abstract available
Cited by 12654 articles