Econometric Computing with HC and HAC Covariance Matrix Estimators (Q105544)

From MaRDI portal
Revision as of 13:47, 11 June 2024 by Daniel (talk | contribs) (‎Created claim: Wikidata QID (P12): Q57263860, #quickstatements; #temporary_batch_1718106471451)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Econometric Computing with HC and HAC Covariance Matrix Estimators
scientific article

    Statements

    DOI
    10.18637/jss.v011.i10
    0 references
    volume
    11
    0 references
    issue
    10
    0 references
    publication date
    2004
    0 references
    author
    Achim Zeileis
    0 references
    Wikidata QID
    Q57263860
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q105544&oldid=34465929"
    Powered by MediaWiki