e/Newey-West estimator

Information
has gloss	eng: A Newey–West estimator is used in statistics and econometrics to provide an estimate of the covariance matrix of the parameters of a regression-type model when this model is applied is situations where the standard assumptions of regression analysis do not apply. It was devised by Whitney K. Newey and Kenneth D. West in 1987, although there are a number of later variants. The estimator is used to try to overcome autocorrelation, or correlation, and heteroskedasticity in the error terms in the models. This is often used to correct the effects of correlation in the error terms in regressions applied to time series data.
lexicalization	eng: Newey-West estimator
lexicalization	eng: Newey–West estimator
instance of	c/Statistical methods