Robust covariance matrix estimation: HAC estimates with long memory/antipersistence correction

Econometric Theory

Volumn 21, Issue 1, 2005, Pages 171-180

  Robinson, P M ^a  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

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[No Author keywords available]

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EID: 15744394561     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466605050115     Document Type: Article

References (24)

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