Robust covariance matrix estimation : "HAC" estimates with long memory/antipersistence correction /
Robinson, P. M.
Suntory and Toyota International Centres for Economics and Related Disciplines.
London : Suntory Centre, Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science,
2004.
Caption title.
Includes bibliographical references.
Time-series analysis.
Analysis of covariance.
Economics, Mathematical.