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)

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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)