Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator (Q1362034)

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Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator
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    Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator (English)
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    5 January 1998
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    moving average
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    time series
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    serial correlation
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    spectral density
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