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subject:"Econometrics"
subject:"Estimation theory"
~isPartOf:"The review of economic studies"
~person:"Giles, David E. A."
~person:"Newey, Whitney K."
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Giles, David E. A.
Newey, Whitney K.
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Automatic lag selection in covariance matrix estimation
Newey, Whitney K.
- In:
The review of economic studies
61
(
1994
)
4
,
pp. 631-653
Persistent link: https://www.econbiz.de/10001168259
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