Which type of estimator is provided from the HAC function in matlab?

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Mads
Mads 2021년 5월 16일
댓글: Mads 2021년 5월 24일
Hello,
When using the HAC funciton in matlab, which type of HAC estimator is then used?
Thanks in advance

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Aghamarsh Varanasi
Aghamarsh Varanasi 2021년 5월 24일
Hi,
You can find more about the estimators of HAC function can be found in the "More about" and "references" at this documentation page.
Hope this helps

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