Alternative HAC covariance matrix estimators with improved finite sample properties

Luke Hartigan

Year of publication:	[2016]
Authors:	Hartigan, Luke
Publisher:	[Sydney, NSW, Australia] : School of Economics, the University of New South Wales
Subject:	Covariance matrix estimation \| Finite sample analysis \| Leverage points \| Autocorrelation \| Hypothesis testing \| Monte Carlo simulation \| Inference \| Schätztheorie \| Estimation theory \| Monte-Carlo-Simulation \| Korrelation \| Correlation \| Statistischer Test \| Statistical test

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