{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,2,7]],"date-time":"2026-02-07T15:17:19Z","timestamp":1770477439277,"version":"3.49.0"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"2","license":[{"start":{"date-parts":[[2000,4,1]],"date-time":"2000-04-01T00:00:00Z","timestamp":954547200000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2000,4]]},"abstract":"<jats:p>A strong consistency result for heteroskedasticity \nand autocorrelation consistent covariance matrix estimators \nis proven in this paper. In addition, an error in a weak \nconsistency proof for such estimators in the econometrics \nliterature and a correction of that result is provided.<\/jats:p>","DOI":"10.1017\/s0266466600162061","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T13:45:46Z","timestamp":1027777546000},"page":"262-268","source":"Crossref","is-referenced-by-count":27,"title":["A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION \nCONSISTENT COVARIANCE MATRIX ESTIMATORS"],"prefix":"10.1017","volume":"16","author":[{"given":"Robert M.","family":"de Jong","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2000,4,1]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600162061","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,2]],"date-time":"2019-04-02T19:23:50Z","timestamp":1554233030000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600162061\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2000,4]]},"references-count":0,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2000,4]]}},"alternative-id":["S0266466600162061"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600162061","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2000,4]]}}}