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A Note Concerning Asymptotic Covariance Expressions
An Analysis of the Properties of the Exact Finite Sample Distribution of a Nonconsistent GCL Structural Variance Estimator
Donald H. Ebbeler, James B. McDonald, An Analysis of the Properties of the Exact Finite Sample Distribution of a Nonconsistent GCL Structural Variance Estimator, Econometrica, Vol. 41, No. 1 (Jan., 1973), pp. 59-65