TY  - JOUR
TI  - An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
AU  - Donald W. K. Andrews
AU  - J. Christopher Monahan
JO  - Econometrica
PY  - 1992
VL  - 60
IS  - 4
DO  - 10.2307/2951574
UR  - https://doi.org/10.2307/2951574
ER  -