Automatic positive semidefinite HAC covariance matrix and GMM estimation

Econometric Theory

Volumn 21, Issue 1, 2005, Pages 158-170

  Smith, Richard J ^a,b  

^a UCL and IFS ^*  (United Kingdom)

^b UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 15744386313     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466605050103     Document Type: Article

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