Inference in time series models using smoothed-clustered standard errors (Q2043259): Difference between revisions
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Revision as of 06:39, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference in time series models using smoothed-clustered standard errors |
scientific article |
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Inference in time series models using smoothed-clustered standard errors (English)
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30 July 2021
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fixed-b asymptotics
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equally weighted cosines
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systematic missing data
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heteroskedasticity autocorrelation robust inference
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