Andrews, D.W.K., and J.C. Monahan, 1992, An improved heteroskedasticity and autocorrelation consistent covariance matrix estimator, Econometrica 60, pp.953-966. Home/Search Document Not in Database Context Related Articles Check |
This paper is cited by the following papers:
Robust Covariance Matrix Estimation With Data-Dependent Var.. - den Haan, Levin (2000) (Correct)
Interest Rate Arbitrage in Currency Baskets.. - Christoffersen.. (Correct)
A Practitioner's Guide To Robust Covariance Matrix Estimation - den Haan, Levin (1997) (1 citation) (Correct)
A Review of Systems Cointegration Tests - Hubrich, Lütkepohl, Saikkonen (1998) (1 citation) (Correct)
Exchange Rates and Oil Prices - Amano, van Norden (1996) (Correct)
Unit-Root Tests and the Burden of Proof - Robert A. Amano, Simon van Norden (1992) (1 citation) (Correct)
Long-Run PPP May Not Hold After All - Charles Engel (1999) (3 citations) (Correct)
Is the Short Rate Drift Actually Nonlinear? - Chapman, Pearson (1999) (2 citations) (Correct)
Testing linear restrictions on cointegrating vectors: Sizes.. - Alfred A. Haug (Correct)
The Predictive Power of Implied Stochastic Variance from.. - Dajiang Guo (1996) (Correct)
Non-Linear Kalman Filtering Techniques for Term-Structure Models - Lund (1997) (Correct)
Generalizations of the KPSS-test for Stationarity - Hobijn, Franses, Ooms (1998) (1 citation) (Correct)
Online articles have much greater impact More about CiteSeer.IST Add search form to your site Submit documents Feedback
CiteSeer.IST - Copyright Penn State and NEC