Two estimators of the long-run variance: beyond short memory (Q302164): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2039551112 / rank | |||
Normal rank | |||
Revision as of 15:33, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two estimators of the long-run variance: beyond short memory |
scientific article |
Statements
Two estimators of the long-run variance: beyond short memory (English)
0 references
4 July 2016
0 references
long-run variance
0 references
long memory
0 references
heteroskedasticity and autocorrelation consistent (HAC) estimator
0 references
memory and autocorrelation consistent (MAC) estimator
0 references
