Long run variance estimation and robust regression testing using sharp origin kernels with no truncation (Q866643): Difference between revisions

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Latest revision as of 14:34, 25 June 2024

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Long run variance estimation and robust regression testing using sharp origin kernels with no truncation
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    Long run variance estimation and robust regression testing using sharp origin kernels with no truncation (English)
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    14 February 2007
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    heteroscedasticity and autocorrelation consistent standard error
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    data-determined kernel estimation
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    long run variance
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    power parameter
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    sharp origin kernel
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    tables
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