TY  - JOUR
TI  - A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
AU  - Whitney K. Newey
AU  - Kenneth D. West
JO  - Econometrica
PY  - 1987
VL  - 55
IS  - 3
DO  - 10.2307/1913610
UR  - https://doi.org/10.2307/1913610
ER  -