COMMENT ON ANDREWS (1991) HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATION
成果类型：
Editorial Material
署名作者：
Casini, Alessandro
署名单位：
University of Rome Tor Vergata
刊物名称：
ECONOMETRICA
ISSN/ISSBN：
0012-9682
DOI：
10.3982/ECTA20162
发表日期：
2022
页码：
O1-O2
关键词：
摘要：
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).
来源URL：