@article{econhot_econhot-cited-7883f6875e6b2ca1, title = {An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator}, author = {Donald W. K. Andrews and J. Christopher Monahan}, journal = {Econometrica}, year = {1992}, volume = {60}, number = {4}, pages = {953}, doi = {10.2307/2951574}, url = {https://doi.org/10.2307/2951574} }