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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/10001500668
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Inferences from parametric and non-parametric covariance matrix estimation procedures
Den Haan, Wouter J.; Levin, Andrew T. - 1995
Persistent link: https://www.econbiz.de/10000935444
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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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A practitioner's guide to robust covariance matrix estimation
Den Haan, Wouter J.; Levin, Andrew T. - 1996
Persistent link: https://www.econbiz.de/10000938631
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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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Inferences from parametric and non-parametric covariance matrix estimation procedures
Den Haan, Wouter J.; Levin, Andrew T. - 1994
Persistent link: https://www.econbiz.de/10000904215
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A practitioner's guide to robust covariance matrix estimation
Den Haan, Wouter J. - 1997
Persistent link: https://www.econbiz.de/10001321897
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Apractitioners guide to robust covariance matrix estimation
Den Haan, Wouter J. - 1996
Persistent link: https://www.econbiz.de/10013453510
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A generalized method of moments approach to estimating a "structural vector autoregression"
Hartley, Peter Reginald - In: Journal of macroeconomics 14 (1992) 2, pp. 199-232
Persistent link: https://www.econbiz.de/10001121073
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Measurement error and the flow of funds accounts : estimates of household asset demand equations
Walsh, Carl E. - 1981
Persistent link: https://www.econbiz.de/10002969356