heteroscedasticity and autocorrelation robust covariance matrix (Newey-West)
Assumes we have a single time series with zero axis consecutive, equal spaced time periods
Parameters: | results : result instance
nlags : int or None
weights_func : callable
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Returns: | cov : ndarray, (k_vars, k_vars)
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Notes
verified only for nlags=0, which is just White just guessing on correction factor, need reference
options might change when other kernels besides Bartlett are available.