Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator (Q1362034): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
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+Automatic Lag Selection in Covariance Matrix Estimation
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