首页|Comment on Andrews (1991) “Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation”
Comment on Andrews (1991) “Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation”
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NSTL
Wiley
This comment includes a solution to a problem in Section 8 in Andrews (1991) and points out a method to generalize the mean‐squared error (MSE) bounds appearing in Andrews (1988) and Andrews (1991).
NSTL
Wiley
