A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covaria
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covaria is one of 9,000 studies in the ScholarPulse dataset. Key details — Authors: Whitney K. Newey, Kenneth D. West; Journal / source: National Bureau of Economic Research; Year: 1986.
| Authors | Whitney K. Newey, Kenneth D. West |
|---|---|
| Journal / source | National Bureau of Economic Research |
| Year | 1986 |
| Field | Statistical and numerical algorithms |
| Times cited | 12759 |
| Type | report |
| DOI / link | https://doi.org/10.3386/t0055 |