Automatic lag selection in covariance matrix estimation
Whitney K. Newey and Kenneth D. West
| Year of publication: |
1994
|
|---|---|
| Authors: | Newey, Whitney K. |
| Other Persons: | West, Kenneth D. (contributor) |
| Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 61.1994, 4, p. 631-653
|
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001168259