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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.
Copies
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)
Probits.
Added Author
Rodrigues, Anthony Paul.
Federal Reserve Bank of New York.
Sudoc No.
FR 1.2/10-3:39
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