A Two-Stage Plug-In Bandwidth Selection and Its Implementation for Covariance Estimation
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References listed on IDEAS
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-08-05 (All new papers)
- NEP-ECM-2006-08-05 (Econometrics)
- NEP-ETS-2006-08-05 (Econometric Time Series)
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