Finite-sample performance of the heteroskedasticity and autocorrelation consistence covariance matrix estimators
By: Jose Passos.
Series: Economic discussion paper series / University of Bristol, Department of Economics -- no.94/385; Economic discussion paper (University of Bristol, Department  of Economics) -- no.94/385.
Publisher: University of Bristol, Department of Economics
Published: 1994
Place of publication: Bristol
Language: eng