Improved HAC covariance matrix estimation based on forecast errors (Q1934714): Difference between revisions

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+W2077918347
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
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+Q4082864
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+A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION  CONSISTENT COVARIANCE MATRIX ESTIMATORS
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+Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes
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+Q3902263
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+Simple Robust Testing of Regression Hypotheses
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Automatic Lag Selection in Covariance Matrix Estimation
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