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Heteroskedasticity/Autocorrelation Consistent Standard Errors and Reliability of Inference

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20 Oct 16

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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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Heteroskedasticity/Autocorrelation Consistent Standard Errors and Reliability of Inference

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