Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator

Journal of Econometrics

Volumn 76, Issue 1-2, 1997, Pages 171-191

  West, Kenneth D ^a  

^a UNIVERSITY OF WISCONSIN MADISON   (United States)

Author keywords

Hypothesis test; Inference; Moving average; Serial correlation; Spectral density; Time series

Indexed keywords

EID: 0000429579     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(95)01788-7     Document Type: Article

References (19)

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