Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Econometrica: Mar, 2000, Volume 68, Issue 2

Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices

https://doi.org/10.1111/1468-0262.00115
p. 407-423

Robert M. Jong, James Davidson


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