Econometric Computing with HC and HAC Covariance Matrix Estimators. Zeileis, A. Journal of Statistical Software, 2004.
Paper doi bibtex @article{zeileis_econometric_2004,
title = {Econometric {Computing} with {HC} and {HAC} {Covariance} {Matrix} {Estimators}},
volume = {11},
issn = {1548-7660},
url = {http://www.jstatsoft.org/v11/i10/},
doi = {10.18637/jss.v011.i10},
language = {en},
number = {10},
urldate = {2023-02-21},
journal = {Journal of Statistical Software},
author = {Zeileis, Achim},
year = {2004},
keywords = {R-project},
}
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