Consistency of kernel estimators of heteroscedastic and autocorrelated covariance matrices

Econometrica

Volumn 68, Issue 2, 2000, Pages 407-423

  de Jong, Robert M ^a   Davidson, James ^b  

^a MICHIGAN STATE UNIVERSITY   (United States)

^b CARDIFF UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0001420299     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0262.00115     Document Type: Article

References (20)

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