LRCBandwidthMethodType

Description

The LRCBandwidthMethodType enumeration is used to determine the method of bandwidth in long-run covariance

It is used by the following property:

Available Values

  Value Brief description
0 NeweyWestFixed. Newey-West fixed.
1 AndrewsAutomatic. Andrews automatic.
2 NeweyWestAutomatic. Newey-West automatic.
3 UserSpecified. Custom specification.

See also:

Stat Assembly Enumerations