@article{econhot_econhot-cited-d09b8dc9b27e061b, title = {Econometric Computing with HC and HAC Covariance Matrix Estimators}, author = {Achim Zeileis}, journal = {Journal of Statistical Software}, year = {2004}, volume = {11}, number = {10}, doi = {10.18637/jss.v011.i10}, url = {https://doi.org/10.18637/jss.v011.i10} }