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~isPartOf:"Econometric theory"
~person:"Jong, Robert M. de"
~subject:"Theorie"
~subject:"Volatility"
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A strong consistency proof for heteroskedasticity and autocorrelation consistent covariance matrix estimators
Jong, Robert M. de
- In:
Econometric theory
16
(
2000
)
2
,
pp. 262-268
Persistent link: https://www.econbiz.de/10001483373
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