Automatic positive semidefinite HAC covariance matrix and GMM estimation
Richard J. Smith
| Year of publication: |
2005
|
|---|---|
| Authors: | Smith, Richard J. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 21.2005, 1, p. 158-170
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| Subject: | Momentenmethode | Method of moments | Schätztheorie | Estimation theory | Korrelation | Correlation |
| 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/10002674667