Automatic Lag Selection in Covariance Matrix Estimation

Newey, W K; West, K. D.

doi:10.2307/2297912

Record: found
Abstract: not found
Article: not found

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

Read this article at

ScienceOpenPublisher

Bookmark

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.

Related collections

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

History

Data availability:

Comments

Comment on this article

scite_

Cited by 258

See all cited by

Automatic Lag Selection in Covariance Matrix Estimation

Read this article at

Related collections

Numerical Algebra, Matrix Theory, Differential-Algebraic Equations, and Control Theory

Author and article information

Journal

Article

History

Comments

Comment on this article

Similar content 2,345

Cited by 258