NOTES AND COMMENTS: - Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
| Year of publication: |
2000
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| Authors: | Jong, Robert M.de ; Davidson, James |
| Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Verlagsorte], ISSN 0012-9682, ZDB-ID 1798x. - Vol. 68.2000, 2, p. 407-424
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