A SIMPLE, POSITIVE SEMIDEFINITE, HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE-MATRIX

被引：9410

作者：

NEWEY, WK ^{[1
]}

WEST, KD ^{[1
]}

机构：

[1] PRINCETON UNIV,WOODROW WILSON SCH,PRINCETON,NJ 08544

来源：

ECONOMETRICA | 1987年 / 55卷 / 03期

关键词：

D O I：

10.2307/1913610

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：703 / 708

页数：6

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