http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
Consistent covariance matrix estimation in probit models with autocorrelated errors
22 pages, 1 unnumbered page : illustrations ; 22 cm.
by Arturo Estrella and Anthony P. Rodrigues.
Includes bibliographical references (pages 13-14).
Staff reports (Federal Reserve Bank of New York) ; no. 39