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

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-.1016/j.jspi.2006.06.033
@@ Property / DOI: 10.1016/j.jspi.2006.06.033 / rank @@
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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@@ Property / DOI: 10.1016/J.JSPI.2006.06.033 / rank @@
+Normal rank