TY  - JOUR
TI  - Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
AU  - Donald W. K. Andrews
JO  - Econometrica
PY  - 1991
VL  - 59
IS  - 3
DO  - 10.2307/2938229
UR  - https://doi.org/10.2307/2938229
ER  -