Christopher J. Monahan
CFDPs
CFDP 942 | Donald W. K. Andrews, Christopher J. Monahan, "An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator," (March 1990) [35pp, Abstract] (See: 814) |
CFPs
CFP 814 | Donald W. K. Andrews, Christopher J. Monahan, "An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator," Econometrica, (July 1992), 60(4): 953-966 (See CFDP 942) |