@article{econhot_econhot-reading-10, title = {A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix}, author = {Whitney K. Newey and Kenneth D. West}, journal = {Econometrica}, year = {1987}, volume = {55}, number = {3}, pages = {703}, doi = {10.2307/1913610}, url = {https://doi.org/10.2307/1913610} }