Automatic Lag Selection in Covariance Matrix Estimation
| Year of publication: |
1994
|
|---|---|
| Authors: | Newey, Whitney K. ; West, Kenneth D. |
| Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 2099287. - Vol. 61.1994, 209, p. 631-654
|