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Newey-West standard error

См. также в других словарях:

  • Newey–West estimator — A Newey–West estimator is used in statistics and econometrics to provide an estimate of the covariance matrix of the parameters of a regression type model when this model is applied in situations where the standard assumptions of regression… …   Wikipedia

  • Autocorrelation — is a mathematical tool for finding repeating patterns, such as the presence of a periodic signal which has been buried under noise, or identifying the missing fundamental frequency in a signal implied by its harmonic frequencies. It is used… …   Wikipedia

  • John Ruskin — This article is about the art critic, John Ruskin. For the painting of John Ruskin by Millais, see John Ruskin (painting). John Ruskin Coloured engraving of Ruskin Born 8 February 1819( …   Wikipedia

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