@article{Phillips2007,
title = {Long run variance estimation and robust regression testing using
sharp origin kernels with no truncation},
author = {Peter C. B. Phillips and Yixiao Sun and Sainan Jin},
day = {01},
journal = {Journal of Statistical Planning and Inference},
month = {Mar},
number = {3},
pages = {985--1023},
url = {http://www.sciencedirect.com/science/article/B6V0M-4KHBYFP-2/1/f49c6a578217e988bb984c4d7a3b7362},
volume = {137},
year = {2007},
keywords = {Heteroscedasticity and autocorrelation consistent error standard }
}
::