A Very Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix.
| Year of publication: |
1991
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|---|---|
| Authors: | Burridge, P. |
| Institutions: | Department of Economics, University of Birmingham |
| Subject: | econometrics |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | 4 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005357588