calculate omega or the weighting matrix
Parameters: | moms : array, (nobs, nmoms)
method : ‘momcov’, anything else
wargs : tuple
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Returns: | w : array (nmoms, nmoms)
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Notes
currently a constant cutoff window is used TODO: implement long-run cov estimators, kernel-based
Newey-West Andrews Andrews-Moy????
References
Greene Hansen, Bruce