@article{econhot_econhot-cited-fa8a01bab41d90ce,
  title = {Automatic Lag Selection in Covariance Matrix Estimation},
  author = {Whitney K. Newey and Kenneth D. West},
  journal = {The Review of Economic Studies},
  year = {1994},
  volume = {61},
  number = {4},
  pages = {631-653},
  doi = {10.2307/2297912},
  url = {https://doi.org/10.2307/2297912}
}