Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order / Haan, Wouter J. den.
| Author/creator | Haan, Wouter J. den |
| Other author | Levin, Andrew T. |
| Other author | Research, National Bureau of Economic. |
| Format | Electronic |
| Publication Info | [S.l.] : National Bureau of Economic Research, |
| Supplemental Content | Full text available from NBER Working Papers |
| General note | Title from content provider. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |