Newey–West estimator

Results: 7



#Item
1Time series analysis / Statistical methods / Newey–West estimator / Heteroscedasticity / Autoregressive conditional heteroskedasticity / Autocorrelation / Exceptionalism / Arab Spring / Statistics / Econometrics / Regression analysis

Microsoft PowerPoint - Monarchic Exceptionalism [Compatibility Mode]

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Source URL: www.plawlotic.com

Language: English - Date: 2013-05-02 22:26:31
2Durbin–Watson statistic / Heteroscedasticity / Newey–West estimator / Autocorrelation / Dummy variable / Ordinary least squares / Tobit model / Least squares / Linear regression / Statistics / Regression analysis / Econometrics

PDF Document

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Source URL: www.stata-press.com

Language: English - Date: 2006-08-01 09:12:22
3Autocorrelation / Ordinary least squares / Generalized least squares / Errors and residuals in statistics / Least squares / Standard error / Newey–West estimator / Linear regression / Statistics / Regression analysis / Durbin–Watson statistic

Time-Series Regression and Generalized Least Squares in R An Appendix to An R Companion to Applied Regression, Second Edition John Fox & Sanford Weisberg last revision: 11 November 2010

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Source URL: socserv.socsci.mcmaster.ca

Language: English - Date: 2010-11-11 18:20:15
4Statistical theory / Signal processing / Regression analysis / Autocorrelation / Estimator / Newey–West estimator / Consistent estimator / Mean squared error / Variance / Statistics / Estimation theory / Statistical inference

Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 1060 November[removed]Nonparametric HAC Estimation for

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Source URL: federalreserve.gov

Language: English - Date: 2013-07-22 12:23:11
5Estimation theory / Statistical methods / Signal processing / Newey–West estimator / Autocorrelation / Heteroscedasticity-consistent standard errors / Linear regression / Estimator / Variance / Statistics / Regression analysis / Econometrics

Package ‘sandwich’ August 24, 2014 Version[removed]Date[removed]Title Robust Covariance Matrix Estimators Description

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Source URL: cran.r-project.org

Language: English - Date: 2014-08-24 16:09:19
6Statistical theory / Signal processing / Regression analysis / Autocorrelation / Estimator / Newey–West estimator / Consistent estimator / Mean squared error / Variance / Statistics / Estimation theory / Statistical inference

Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 1060 November[removed]Nonparametric HAC Estimation for

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Source URL: www.federalreserve.gov

Language: English - Date: 2012-11-09 14:20:15
7Statistical theory / Signal processing / Regression analysis / Autocorrelation / Estimator / Newey–West estimator / Consistent estimator / Mean squared error / Variance / Statistics / Estimation theory / Statistical inference

Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 1060 November[removed]Nonparametric HAC Estimation for

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Source URL: www.federalreserve.gov

Language: English - Date: 2012-11-09 14:20:15
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