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

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Mads
Mads le 16 Mai 2021
Commenté : Mads le 24 Mai 2021
Hello,
When using the HAC funciton in matlab, which type of HAC estimator is then used?
Thanks in advance

Réponse acceptée

Aghamarsh Varanasi
Aghamarsh Varanasi le 24 Mai 2021
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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