Improved HAC covariance matrix estimation based on forecast errors
| Year of publication: |
2008
|
|---|---|
| Authors: | Kuan, Chung-Ming ; Hsieh, Yu-Wei |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 99.2008, 1, p. 89-93
|