00901nam0-22002891i-450-990003034840403321000303484FED01000303484(Aleph)000303484FED0100030348420000920d--------km-y0itay50------baitaITConsistent Covariance Matrix Estimation in Probit Models with Autocorrelated Errorsby Arturo Estrella and Anthony P. RodriguesFederal Reserve Bank of New York Staff Reports98.39EconometriaB/3.2Estrella,ArturoRodrigues,Anhony P.ITUNINARICAUNIMARCBK990003034840403321PaperSESSESConsistent Covariance Matrix Estimation in Probit Models with Autocorrelated Errors463555UNINAING01