A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model
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Bibliographic Info
Article provided by Elsevier in its journal Economics Letters.
Volume (Year): 31 (1989)
Issue (Month): 3 (December)
Pages: 239-243
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Web page: http://www.elsevier.com/locate/ecolet
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- DUFOUR, Jean-Marie & PELLETIER, Denis & RENAULT, Éric, 2003.
"Short Run and Long Run Causality in Time Series : Inference,"
Cahiers de recherche
14-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Dufour, Jean-Marie & Pelletier, Denis & Renault, Eric, 2006. "Short run and long run causality in time series: inference," Journal of Econometrics, Elsevier, vol. 132(2), pages 337-362, June.
- Jean-Marie Dufour & Denis Pelletier & Éric Renault, 2003. "Short Run and Long Run Causality in Time Series: Inference," CIRANO Working Papers 2003s-61, CIRANO.
- DUFOUR, Jean-Marie & PELLETIER, Denis & RENAULT, Éric, 2003. "Short run and long run causality in time series: Inference," Cahiers de recherche 2003-16, Universite de Montreal, Departement de sciences economiques.
- Bernanke, Ben S & Parkinson, Martin L, 1991.
"Procyclical Labor Productivity and Competing Theories of the Business Cycle: Some Evidence from Interwar U.S. Manufacturing Industries,"
Journal of Political Economy,
University of Chicago Press, vol. 99(3), pages 439-59, June.
- Ben S. Bernanke & Martin L. Parkinson, 1990. "Procyclical Labor Productivity and Competing Theories of the Business Cycle: Some Evidence from Interwar U.S. Manufacturing Industries," NBER Working Papers 3503, National Bureau of Economic Research, Inc.
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