gragusa/CovarianceMatrices.jl gragusa/CovarianceMatrices.jl

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    Julia
  • License
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  • Created almost 10 years ago
  • Updated over 1 year ago
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gragusa/CovarianceMatrices.jl
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gragusa

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Repository Details

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation for Julia.

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