A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix (Q59486377)
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article by Whitney K. Newey & Kenneth D. West published May 1987 in Econometrica
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix |
article by Whitney K. Newey & Kenneth D. West published May 1987 in Econometrica |
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A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix (English)
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May 1987
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55
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3
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703
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