A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix is a research paper published in Econometrica (1987). On theSindex it has a DataRank of 1.5. It has been cited 16,926 times.
This paper describes a simple method of calculating a heteroskedasticity and autocorrelation consistent covariance matrix that is positive semi-definite by construction. It also establishes consistency of the estimated covariance matrix under fairly general conditions.
FAIR checklist signals are shown for context only and do not affect DataRank scoring.
Base Score Contribution
1.5
From this paper's citation signal
Citation Network Contribution
0
Citation network not refreshed for this result
This paper's DataRank is currently driven only by its base citation score. Citation network data was not refreshed for this result.
Learn more about DataRank methodology →DataRank blends this paper's own citation count with the influence of the papers that cite it. Here, roughly 100% comes from its base citations and 0% from the citation network.
Citers are pulled from OpenAlex sorted by cited_by_count:descand capped per paper, so when the cap binds we keep the highest-signal references and the score is reproducible across reruns.