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A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
Author(s):
Whitney K. Newey
,
Kenneth D. West
Publication date
Created:
May 1987
Publication date
(Print):
May 1987
Journal:
Econometrica
Publisher:
JSTOR
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There is no author summary for this article yet. Authors can add summaries to their articles on ScienceOpen to make them more accessible to a non-specialist audience.
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Numerical Algebra, Matrix Theory, Differential-Algebraic Equations, and Control Theory
Author and article information
Journal
Title:
Econometrica
Abbreviated Title:
Econometrica
Publisher:
JSTOR
ISSN (Print):
00129682
Publication date Created:
May 1987
Publication date (Print):
May 1987
Volume
: 55
Issue
: 3
Page
: 703
Article
DOI:
10.2307/1913610
SO-VID:
64d98c55-3267-4b36-9be6-2fa6dfef557a
Copyright ©
© 1987
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