Another heteroskedasticity and autocorrelation consistent covariance matrix estimator
Kenneth D. West
| Year of publication: |
1994
|
|---|---|
| Authors: | West, Kenneth D. |
| Publisher: |
Madison |
| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Extent: | 15, 3, [6] S. : graph. Darst |
|---|---|
| Series: | Social Systems Research Institute. - Madison, Wis., ZDB-ID 2116311-X. - Vol. 9434 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000903225