Econometric Computing with HC and HAC Covariance Matrix Estimators. Zeileis, A. Journal of Statistical Software, 2004.
Econometric Computing with HC and HAC Covariance Matrix Estimators [link]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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