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ROBUST COVARIANCE MATRIX ESTIMATION WITH DATA-DEPENDENT VAR PREWHITENING ORDER
Haan, Wouter J.den
;
Levin, Andrew T.
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2000
Persistent link: https://www.econbiz.de/10005956856
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A PRACTITIONER'S GUIDE TO ROBUST COVARIANCE MATRIX ESTIMATION - Technical Working Paper 197
Haan, Wouter J.den
;
Levin, Andrew T.
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1996
Persistent link: https://www.econbiz.de/10005993359
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3
Robust covariance matrix estimation with data-dependent var prewhitening order
Den Haan, Wouter J.
;
Levin, Andrew T.
-
2000
Persistent link: https://www.econbiz.de/10001489979
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Inferences from parametric and non-parametric covariance matrix estimation procedures
Den Haan, Wouter J.
;
Levin, Andrew T.
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1996
Persistent link: https://www.econbiz.de/10000945146
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Apractitioners guide to robust covariance matrix estimation
Den Haan, Wouter J.
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1996
Persistent link: https://www.econbiz.de/10013453510
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