CONSISTENT COVARIANCE-MATRIX ESTIMATION FOR DEPENDENT HETEROGENEOUS PROCESSES

被引：102

作者：

HANSEN, BE

机构：

来源：

ECONOMETRICA | 1992年 / 60卷 / 04期

关键词：

D O I：

10.2307/2951575

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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页码：967 / 972

页数：6

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