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Automatic Lag Selection in Covariance Matrix Estimation
Author(s):
W. K. Newey
,
K. D. West
Publication date
Created:
October 01 1994
Publication date
(Print):
October 01 1994
Journal:
The Review of Economic Studies
Publisher:
JSTOR
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There is no author summary for this article yet. Authors can add summaries to their articles on ScienceOpen to make them more accessible to a non-specialist audience.
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Numerical Algebra, Matrix Theory, Differential-Algebraic Equations, and Control Theory
Author and article information
Journal
Title:
The Review of Economic Studies
Abbreviated Title:
The Review of Economic Studies
Publisher:
JSTOR
ISSN (Print):
0034-6527
ISSN (Electronic):
1467-937X
Publication date Created:
October 01 1994
Publication date (Print):
October 01 1994
Volume
: 61
Issue
: 4
Pages
: 631-653
Article
DOI:
10.2307/2297912
SO-VID:
2d3e4579-22c0-418e-8936-613e7d89e2c1
Copyright ©
© 1994
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