AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION
| Year of publication: |
2005
|
|---|---|
| Authors: | Smith, Richard J. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 21.2005, 1, p. 158-170
|