Heteroskedasticity/Autocorrelation Consistent Standard Errors and Reliability of Inference

Heteroskedasticity/Autocorrelation Consistent Standard Errors and Reliability of Inference


Type: working-paper

Spanos, A. and Reade, J. J. (2016). “Heteroskedasticity/Autocorrelation Consistent Standard Errors and Reliability of Inference”. Working paper for the 17th Annual Oxmetrics Conference, George Washington University.


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