Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes

Authors
BRUCE E. HANSEN
Citation
BRUCE E. HANSEN, Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes, Econometrica, 60(04), 1992, pp. 967
Journal title
Econometrica → ACNP
ISSN journal
00129682
Volume
60
Issue
04
Year of publication
1992
Database
ICR
SICI code
0012-9682(1992)60:04<967:CCMEFD>2.0.ZU;2-R