Gauss codes

• "Automatic Lag Selection in Covariance Matrix Estimation," by Whitney K. Newey and Kenneth D. West, Review of Econoimc Studies, vol. 61 (1994), pp. 631-654.
• "Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator," by Kenneth D. West, Journal of Econometrics, vol. 76 (1997), pp. 171-191.
• "Feasible optimal instrumental variables estimation of linear models with moving average disturbances," by Kenneth West, Ka-fu Wong and Stanislav Anatolyev, manuscript, 1998.