Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
收藏NBER1995-07-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0183
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资源简介：
A T consistent estimator of a heteroskedasticity and autocorrelation consistent covariance matrix estimator is proposed and evaluated. The relevant applications are ones in which the regression disturbance follows a moving average process of known order. In a system of equations, this `MA-'
提供机构：
美国国家经济研究局
创建时间：
1995-07-01
