Home>Publications>Econometrica>Notes and Comments: A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
West, Kenneth D., and Whitney K. Newey. “Notes and Comments: A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix.” Econometrica, vol. 55, .no 3, Econometric Society, 1987, pp. 703-708, https://www.jstor.org/stable/1913610
Chicago
West, Kenneth D., and Whitney K. Newey. “Notes and Comments: A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix.” Econometrica, 55, .no 3, (Econometric Society: 1987), 703-708. https://www.jstor.org/stable/1913610
APA
West, K. D., & Newey, W. K. (1987). Notes and Comments: A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix. Econometrica, 55(3), 703-708. https://www.jstor.org/stable/1913610
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