A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators †

Author： Heberle Jochen   Sattarhoff Cristina  

Publisher： MDPI

E-ISSN： 2225-1146|5|1|9-9

ISSN： 2225-1146

Source： Econometrics, Vol.5, Iss.1, 2017-01, pp. : 9-9

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