Andrews, Donald W. K., and J. Christopher Monahan. “Notes and Comments: An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator.” Econometrica, vol. 60, .no 4, Econometric Society, 1992, pp. 953-966, https://www.jstor.org/stable/2951574
Chicago
Andrews, Donald W. K., and J. Christopher Monahan. “Notes and Comments: An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator.” Econometrica, 60, .no 4, (Econometric Society: 1992), 953-966. https://www.jstor.org/stable/2951574
APA
Andrews, D. W. K., & Monahan, J. C. (1992). Notes and Comments: An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator. Econometrica, 60(4), 953-966. https://www.jstor.org/stable/2951574
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