Automatic lag selection in covariance matrix estimation
Year of publication: |
1994
|
---|---|
Authors: | Newey, Whitney K. |
Other Persons: | West, Kenneth D. (contributor) |
Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 61.1994, 4, p. 631-653
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
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