A heteroscedasticity-consistent covariance matrix estimator for time series regressions
David A. Hsieh
| Year of publication: |
1983
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|---|---|
| Authors: | Hsieh, David A. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 22.1983, 3, p. 281-290
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| Subject: | Ökonometrik Schätzung | Statistik Zeitreihe |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002960955