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

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

Accepted Answer

Aghamarsh Varanasi
Aghamarsh Varanasi on 24 May 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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