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May 1, 1991Econometrica

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

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DADonald W. K. AndrewsChinese University of Hong Kong

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Donald W. K. Andrews (1991) studied this question.

synapsesocial.com/papers/69d91623ea2783c07da3c074https://doi.org/10.2307/2938229
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