TY  - JOUR
TI  - Automatic Lag Selection in Covariance Matrix Estimation
AU  - Whitney K. Newey
AU  - Kenneth D. West
JO  - The Review of Economic Studies
PY  - 1994
VL  - 61
IS  - 4
DO  - 10.2307/2297912
UR  - https://doi.org/10.2307/2297912
ER  -