FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS

Title
FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS
Authors
Keywords
-
Journal
ECONOMETRIC THEORY
Volume 32, Issue 01, Pages 154-186
Publisher
Cambridge University Press (CUP)
Online
2014-11-19
DOI
10.1017/s0266466614000814

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