AN IMPROVED HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE-MATRIX ESTIMATOR

被引：594

作者：

ANDREWS, DWK

MONAHAN, JC

机构：

来源：

ECONOMETRICA | 1992年 / 60卷 / 04期

关键词：

D O I：

10.2307/2951574

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：953 / 966

页数：14

共 17 条

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