1987
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
Whitney K. Newey, Kenneth D. West
EconometricaTop-listed
18k
cites
Researcher
Kenneth D. West is a Economics scholar at National Bureau of Economic Research. Research spans Market Dynamics and Volatility, Monetary Policy and Economic Impact. 203 works, 49k citations (h-index 49).
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Affiliation on publications · National Bureau of Economic Research
Whitney K. Newey, Kenneth D. West
EconometricaTop-listed
Whitney K. Newey, Kenneth D. West
National Bureau of Economic Research OA
Whitney K. Newey, Kenneth D. West
The Review of Economic StudiesTop-listed