AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION (Q5697629): Difference between revisions

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+Nonparametric cointegration analysis
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+Normal rank
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+Large Sample Properties of Generalized Method of Moments Estimators
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+A unified view of multitaper multivariate spectral estimation
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+Basic Considerations in the Estimation of Spectra
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+On Consistent Estimates of the Spectrum of a Stationary Time Series
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+Hypothesis Testing with Efficient Method of Moments Estimation
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Generalized method of moments specification testing
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+Simple Robust Testing of Regression Hypotheses
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+An Information-Theoretic Alternative to Generalized Method of Moments Estimation
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+An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
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+Q61631745
@@ Property / Wikidata QID: Q61631745 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1017/s0266466605050103
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+W2148851223
@@ Property / OpenAlex ID: W2148851223 / rank @@
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