HAC robust standard errors. – MSR Economic Perspectives
Newey-West Standard Errors | Real Statistics Using Excel
PDF] A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data | Semantic Scholar
International Finance Discussion Papers: Nonparametric HAC Estimation for Time Series Data with Missing Observations: Datta, Deepa Dhume, Du, Wenxin, United States Federal Reserve Board: 9781288723430: Amazon.com: Books
The Distribution of Newey-West t-Statistics A. Simulated Newey-West... | Download Scientific Diagram
The relation between accounting information-based firm risk proxies and cost of equity capital across countries | Emerald Insight
Supplemental Paper for - Department of Political Science
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PDF) Newey-West standard errors for probit, logit, and poisson models
First-Stage Estimates of Weights for Stockholder Consumption Model: c... | Download Table
OLS Regression Analysis of Monthly U.S. HOM. Variable Coefficient SE a... | Download Table
Newey-West Standard Errors | Real Statistics Using Excel
PDF) Consistency of Newey-West type estimators with truncated kernels
Size distortion of robustt-test The figure displays the empirical... | Download Scientific Diagram
Generating Plausible Causal Hypotheses By Larry V Hedges
View of Impacts of the U.S.-China Trade Conflicts News on U.S. and Chinese Stock Returns | The Economics and Finance Letters