Newey-West covariance matrix estimates for models with generated regressors
Jeremy Smith and Michael McAleer
| Year of publication: |
1994
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|---|---|
| Authors: | Smith, Jeremy |
| Other Persons: | McAleer, Michael (contributor) |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 26.1994, 6, p. 635-640
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| Subject: | Schätztheorie | Estimation theory | Simulation | 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/10001165561