Аннотация:Journal Article Automatic Lag Selection in Covariance Matrix Estimation Get access Whitney K. Newey, Whitney K. Newey MIT Search for other works by this author on: Oxford Academic Google Scholar Kenneth D. West Kenneth D. West University of Wisconsin Search for other works by this author on: Oxford Academic Google Scholar The Review of Economic Studies, Volume 61, Issue 4, October 1994, Pages 631–653, https://doi.org/10.2307/2297912 Published: 01 October 1994 Article history Received: 01 September 1992 Accepted: 01 April 1994 Published: 01 October 1994
