The LRCBandwidthMethodType enumeration is used to determine the method of bandwidth in long-run covariance
It is used by the following property:
Value | Brief description | |
0 | NeweyWestFixed. Newey-West fixed. | |
1 | AndrewsAutomatic. Andrews automatic. | |
2 | NeweyWestAutomatic. Newey-West automatic. | |
3 | UserSpecified. Custom specification. |
See also: