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Another heteroskedasticity and autocorrelation consistent covariance matrix estimator

By: West, Kenneth David.
Material type: TextTextSeries: NBER. Technical Working Papers; 183.Publisher: Cambridge (Mass.) National Bureau of Economic Research 1995Description: v., graf. 22 cm.Subject(s): MODELOS ECONOMETRICOS
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OP 2096-183 (Browse shelf) Available NBER. Technical Working Papers; 183 OP 2096-183

Conclusiones.-Bibliografía

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