Is Newey–West optimal among first-order kernels?
Publication
, Journal Article
Kolokotrones, T; Stock, JH; Walker, CD
Published in: Journal of Econometrics
March 2024
Duke Scholars
Published In
Journal of Econometrics
DOI
ISSN
0304-4076
Publication Date
March 2024
Volume
240
Issue
2
Start / End Page
105399 / 105399
Publisher
Elsevier BV
Related Subject Headings
- Econometrics
- 4905 Statistics
- 3802 Econometrics
- 3801 Applied economics
- 1403 Econometrics
- 1402 Applied Economics
- 0104 Statistics
Citation
APA
Chicago
ICMJE
MLA
NLM
Kolokotrones, T., Stock, J. H., & Walker, C. D. (2024). Is Newey–West optimal among first-order kernels? Journal of Econometrics, 240(2), 105399–105399. https://doi.org/10.1016/j.jeconom.2022.12.013
Kolokotrones, Thomas, James H. Stock, and Christopher D. Walker. “Is Newey–West optimal among first-order kernels?” Journal of Econometrics 240, no. 2 (March 2024): 105399–105399. https://doi.org/10.1016/j.jeconom.2022.12.013.
Kolokotrones T, Stock JH, Walker CD. Is Newey–West optimal among first-order kernels? Journal of Econometrics. 2024 Mar;240(2):105399–105399.
Kolokotrones, Thomas, et al. “Is Newey–West optimal among first-order kernels?” Journal of Econometrics, vol. 240, no. 2, Elsevier BV, Mar. 2024, pp. 105399–105399. Crossref, doi:10.1016/j.jeconom.2022.12.013.
Kolokotrones T, Stock JH, Walker CD. Is Newey–West optimal among first-order kernels? Journal of Econometrics. Elsevier BV; 2024 Mar;240(2):105399–105399.
Published In
Journal of Econometrics
DOI
ISSN
0304-4076
Publication Date
March 2024
Volume
240
Issue
2
Start / End Page
105399 / 105399
Publisher
Elsevier BV
Related Subject Headings
- Econometrics
- 4905 Statistics
- 3802 Econometrics
- 3801 Applied economics
- 1403 Econometrics
- 1402 Applied Economics
- 0104 Statistics