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ROBUST COVARIANCE MATRIX ESTIMATION WITH DATA-DEPENDENT VAR PREWHITENING ORDER
Haan, Wouter J.den; Levin, Andrew T. - 2000
Persistent link: https://www.econbiz.de/10005956856
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INFERENCES FROM PARAMETRIC AND NON-PARAMETRIC COVARIANCE MATRIX ESTIMATION PROCEDURES Technical Working Paper 195
Haan, Wouter J.den; Levin, Andrew - 1996
Persistent link: https://www.econbiz.de/10005987490
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SMALL SAMPLE PROPERTIES OF GMM FOR BUSINESS CYCLE ANALYSIS - Technical Working Paper No. 177
Christiano, Lawrence J.; Haan, Wouter J.den - 1995
Persistent link: https://www.econbiz.de/10005995255
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SMALL SAMPLE PROPERTIES OF GMM FOR BUSINESS CYCLE ANALYSIS - Technical Working Paper No. 177
Christiano, Lawrence J.; Haan, Wouter J.den - 1995
Persistent link: https://www.econbiz.de/10005999558
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Robust covariance matrix estimation with data-dependent var prewhitening order
Den Haan, Wouter J.; Levin, Andrew T. - 2000
Persistent link: https://www.econbiz.de/10001489979
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Inferences from parametric and non-parametric covariance matrix estimation procedures
Den Haan, Wouter J.; Levin, Andrew T. - 1996
Persistent link: https://www.econbiz.de/10000945146
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Apractitioners guide to robust covariance matrix estimation
Den Haan, Wouter J. - 1996
Persistent link: https://www.econbiz.de/10013453510