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Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation

Econometrica, 70(5): 2093--2095, 2002.
Authors: Nicholas M. Kiefer and Timothy J. Vogelsang
URL: http://www.blackwell-synergy.com/doi/abs/10.1111/1468-0262.00366
Tags: imported
| URL | BibTeX  
@article{Kiefer2002,
title = {Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation},
author = {Nicholas M. Kiefer and Timothy J. Vogelsang},
day = {244},
journal = {Econometrica},
month = {Sep},
note = {doi: 10.1111/1468-0262.00366},
number = {5},
pages = {2093--2095},
url = {http://www.blackwell-synergy.com/doi/abs/10.1111/1468-0262.00366},
volume = {70},
year = {2002},
keywords = {imported }
}