A note on consistent estimation of heteroskedastic and autocorrelated covariance matrices

J.T.C. Kool

Research output: Working paperProfessional

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Original languageEnglish
Place of PublicationAmsterdam
PublisherFaculty of Economics and Business Administration, Vrije Universiteit Amsterdam
Publication statusPublished - 1988

Publication series

NameSerie Research Memoranda
No.1988-21

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