A note on consistent estimation of heteroskedastic and autocorrelated covariance matrices

Research output: Working paper / Preprint › Working paper › Professional

43 Downloads (Pure)

Original language	English
Place of Publication	Amsterdam
Publisher	Vrije Universiteit Amsterdam, Faculty of Economics and Business Administration
Publication status	Published - 1988

Name	Serie Research Memoranda
No.	1988-21

Access to Document

@techreport{47c5e603cb6c43bf89eb0369c079ef61,

title = "A note on consistent estimation of heteroskedastic and autocorrelated covariance matrices",

author = "J.T.C. Kool",

year = "1988",

language = "English",

series = "Serie Research Memoranda",

publisher = "Vrije Universiteit Amsterdam, Faculty of Economics and Business Administration",

number = "1988-21",

type = "WorkingPaper",

institution = "Vrije Universiteit Amsterdam, Faculty of Economics and Business Administration",

}

TY - UNPB

T1 - A note on consistent estimation of heteroskedastic and autocorrelated covariance matrices

AU - Kool, J.T.C.

PY - 1988

Y1 - 1988

M3 - Working paper

T3 - Serie Research Memoranda

BT - A note on consistent estimation of heteroskedastic and autocorrelated covariance matrices

PB - Vrije Universiteit Amsterdam, Faculty of Economics and Business Administration

CY - Amsterdam

ER -