Heteroskedasticity–Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation

  1. Nicholas M. Kiefer1,
  2. Timothy J. Vogelsang2

Article first published online: 10 FEB 2004

DOI: 10.1111/1468-0262.00366

Issue

Econometrica

Econometrica

Volume 70, Issue 5, pages 2093–2095, September 2002

Additional Information

How to Cite

Kiefer, N. M. and Vogelsang, T. J. (2002), Heteroskedasticity–Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation. Econometrica, 70: 2093–2095. doi: 10.1111/1468-0262.00366

Author Information

  1. 1

    CAF, CDME and CLS, University of Aarhus, Denmark, and Cornell University, Ithaca, N.Y. U.S.A.nmk1@cornell.edu

  2. 2

    Cornell University, N.Y. U.S.A.tjv2@cornell.edu

Publication History

  1. Issue published online: 10 FEB 2004
  2. Article first published online: 10 FEB 2004

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