Economics Letters · 2013 · 662 citations · 6 references
Social SciencesBiostatisticsTime Series AnalysisPanel Data AnalysisPanel Data MethodsLarge PanelsPanel Data EstimationPanel HeteroskedasticityPanel Regression ModelsSerial CorrelationSerial Correlation In PanelsSerial Correlation Testing
6
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
Donald W. K. Andrews · Econometrica · 1991 · 4.1K citations
Computing, Economics, Econometrics +15