@article{Newey1987,
author = {Newey, W.K. and West, K.D.},
title= {A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix},
year = {1987},
doi = {10.2307/1913610},
volume = {55},
number = {3},
pages = {703--708},
}