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A Fast Algorithm for the Computation of HAC Covariance Matr..:
Jochen Heberle
;
Cristina Sattarhoff
https://dx.doi.org/10.3390/econometrics5010009. , 2017
Link:
https://doi.org/10.3390/econometrics5010009
RT Journal T1
A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators
UL https://suche.suub.uni-bremen.de/peid=base-ftmdpi:oai:mdpi.com:_2225-1146_5_1_9_&Exemplar=1&LAN=DE A1 Jochen Heberle A1 Cristina Sattarhoff PB Multidisciplinary Digital Publishing Institute YR 2017 K1 GMM K1 HAC estimation K1 Newey-West estimator K1 Toeplitz matrices K1 discrete Fourier transformation (DFT) K1 R JF https://dx.doi.org/10.3390/econometrics5010009 LK http://dx.doi.org/https://doi.org/10.3390/econometrics5010009 DO https://doi.org/10.3390/econometrics5010009 SF ELIB - SuUB Bremen
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