Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Econometrica: Jul, 1992, Volume 60, Issue 4

Notes and Comments: An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator

https://www.jstor.org/stable/2951574
p. 953-966

Donald W. K. Andrews, J. Christopher Monahan


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