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Analysis of sectors on Nigeria stock market : evidence from correlation, serial correlation, and heteroscedasticity
Emenike, Kalu O., (2017)
Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
Vogelsang, Timothy J., (2012)
A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data
Kim, Min Seong, (2017)
Weak laws of large numbers for dependent random variables
Jong, Robert M. de, (1998)
Asymptotic theory of expanding parameter space methods and data dependence in econometrics
Jong, Robert M. de, (1993)
Uniform laws of large numbers and stochastic Lipschitz-continuity