Automatic Lag Selection in Covariance Matrix Estimation

DOI10.2307/2297912MaRDI QIDQ156128WikidataFDO

Authors W. K. Newey, K. D. West

Publication date 1 October 1994

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2297912

Cited in

(3)

• cointReg
• intrinsicFRP
• aersn

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