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]

For accessibility assistance with publications, please email cowles@yale.edu.

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]