Automatic Lag Selection in Covariance Matrix Estimation (Q156128)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Automatic Lag Selection in Covariance Matrix Estimation |
scientific article |
Statements
61
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4
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631-653
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1 October 1994
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W. K. Newey
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K. D. West
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