A strong consistency proof for heteroskedasticity and autocorrelation consistent covariance matrix estimators
Robert M. de Jong
| Year of publication: |
2000
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|---|---|
| Authors: | Jong, Robert M. de |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 16.2000, 2, p. 262-268
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| Subject: | Schätztheorie | Estimation theory | Theorie | Theory | Heteroskedastizität | Heteroscedasticity | Autokorrelation | Autocorrelation | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001483373