Jong, Robert M., and James Davidson. “Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices.” Econometrica, vol. 68, .no 2, Econometric Society, 2000, pp. 407-423, https://doi.org/10.1111/1468-0262.00115
Chicago
Jong, Robert M., and James Davidson. “Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices.” Econometrica, 68, .no 2, (Econometric Society: 2000), 407-423. https://doi.org/10.1111/1468-0262.00115
APA
Jong, R. M., & Davidson, J. (2000). Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices. Econometrica, 68(2), 407-423. https://doi.org/10.1111/1468-0262.00115
By clicking the "Accept" button or continuing to browse our site, you agree to first-party and session-only cookies being stored on your device. Cookies are used to optimize your experience and anonymously analyze website performance and traffic.
