AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION (Q5697629)
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scientific article; zbMATH DE number 2215336
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION |
scientific article; zbMATH DE number 2215336 |
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AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION (English)
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18 October 2005
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generalized method of moments
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