A Very Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Research output: Working paperPreprint

Standard

A Very Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix. / Burridge, P.

1991.

Research output: Working paperPreprint

Harvard

Burridge, P 1991 'A Very Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix'. <http://ideas.repec.org/p/bir/birmec/91-24.html>

APA

Burridge, P. (1991). A Very Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix. http://ideas.repec.org/p/bir/birmec/91-24.html

Vancouver

Burridge P. A Very Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix. 1991.

Author

Burridge, P. / A Very Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix. 1991.

Bibtex - Download

@techreport{a733a5aa7f5e43e6b3d7d48b5deca342,
title = "A Very Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix",
abstract = "No abstract is available for this item.",
keywords = "econometrics",
author = "P. Burridge",
year = "1991",
language = "English",
type = "WorkingPaper",

}

RIS (suitable for import to EndNote) - Download

TY - UNPB

T1 - A Very Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

AU - Burridge, P.

PY - 1991

Y1 - 1991

N2 - No abstract is available for this item.

AB - No abstract is available for this item.

KW - econometrics

M3 - Preprint

BT - A Very Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

ER -