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

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