Comment on Andrews (1991) “Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation” (Q6181680)
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scientific article; zbMATH DE number 7792822
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| English | Comment on Andrews (1991) “Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation” |
scientific article; zbMATH DE number 7792822 |
Statements
Comment on Andrews (1991) “Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation” (English)
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23 January 2024
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HAC estimator
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nonstationarity
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