@article{econhot_econhot-reading-11, title = {Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation}, author = {Donald W. K. Andrews}, journal = {Econometrica}, year = {1991}, volume = {59}, number = {3}, pages = {817}, doi = {10.2307/2938229}, url = {https://doi.org/10.2307/2938229} }