Newey-West covariance matrix estimates for models with generated regressors
by Jeremy Smith and Michael McAleer
| Year of publication: |
1993
|
|---|---|
| Authors: | Smith, Jeremy ; McAleer, Michael |
| Institutions: | University of Western Australia / Department of Economics (contributor) |
| Publisher: |
Nedlands [u.a.] : Dep. of Economics, Univ. of Western Australia |
| Subject: | Schätztheorie | Estimation theory | Simulation |
| Extent: | 16, 5 S |
|---|---|
| Series: | Working papers in quantitative economics and econometrics. - Nedlands : [Department of Economics, the University of Western Australia], ISSN 1036-4579, ZDB-ID 2927772-3. - Vol. 94,01 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 15 - 16 |
| ISBN: | 0-86422-375-7 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000900119