Newey West Automatic bandwidth
Posted: Wed Feb 13, 2013 4:47 am
Hello,
I have a time series and need to find out the optimal bandwidth, e.g. 48... Where can I find it? I had a look at the useres manual but was not of great help.
Thanks,
Mel
I have a time series and need to find out the optimal bandwidth, e.g. 48... Where can I find it? I had a look at the useres manual but was not of great help.
Thanks,
Mel