Information Journal Paper
APA:
CopyANDREWS, D.W.K.. (1991). HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATION. ECONOMETRICA, 59(3), 817-858. SID. https://sid.ir/paper/615658/en
Vancouver:
CopyANDREWS D.W.K.. HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATION. ECONOMETRICA[Internet]. 1991;59(3):817-858. Available from: https://sid.ir/paper/615658/en
IEEE:
CopyD.W.K. ANDREWS, “HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATION,” ECONOMETRICA, vol. 59, no. 3, pp. 817–858, 1991, [Online]. Available: https://sid.ir/paper/615658/en