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

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Mads on 16 May 2021

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Commented: Mads on 24 May 2021

Accepted Answer: Aghamarsh Varanasi

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 on 24 May 2021

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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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Mads on 24 May 2021

Thank you very much :D

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