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ROBUST COVARIANCE MATRIX ESTIMATION WITH DATA-DEPENDENT VAR PREWHITENING ORDER
Haan, Wouter J.den, (2000)
A PRACTITIONER'S GUIDE TO ROBUST COVARIANCE MATRIX ESTIMATION - Technical Working Paper 197
Haan, Wouter J.den, (1996)
SMALL SAMPLE PROPERTIES OF GMM FOR BUSINESS CYCLE ANALYSIS - Technical Working Paper No. 177
Christiano, Lawrence J., (1995)