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Print Material
Author Estrella, Arturo.

Title Consistent covariance matrix estimation in probit models with autocorrelated errors / by Arturo Estrella and Anthony P. Rodrigues.

Imprint New York : Federal Reserve Bank of New York, 1998.


Location Call No. OPAC Message Status
 Axe Archives Fed Docs  FR 1.2/10:39    ---  Available
Description 22, [1] p. : ill. ; 22 cm.
Series Staff reports (Federal Reserve Bank of New York) ; no. 39
Note "April 1998."
Bibliography Includes bibliographical references (p. 13-14).
Subject Analysis of covariance.
Autocorrelation (Statistics)
Added Author Rodrigues, Anthony Paul.
Federal Reserve Bank of New York.
Sudoc No. FR 1.2/10-3:39

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