CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES
| Year of publication: |
2002
|
|---|---|
| Authors: | Jansson, Michael |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 18.2002, 6, p. 1449-1460
|