Estrella, A., & Rodrigues, A. P. (1998). Consistent covariance matrix estimation in probit models with autocorrelated errors. Federal Reserve Bank of New York.
Chicago Style (17th ed.) CitationEstrella, Arturo, and Anthony Paul Rodrigues. Consistent Covariance Matrix Estimation in Probit Models with Autocorrelated Errors. New York: Federal Reserve Bank of New York, 1998.
MLA (9th ed.) CitationEstrella, Arturo, and Anthony Paul Rodrigues. Consistent Covariance Matrix Estimation in Probit Models with Autocorrelated Errors. Federal Reserve Bank of New York, 1998.
Warning: These citations may not always be 100% accurate.