Long run variance estimation and robust regression testing using sharp origin kernels with no truncation (Q866643): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2164622888 / rank | |||
Normal rank | |||
Revision as of 19:55, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long run variance estimation and robust regression testing using sharp origin kernels with no truncation |
scientific article |
Statements
Long run variance estimation and robust regression testing using sharp origin kernels with no truncation (English)
0 references
14 February 2007
0 references
heteroscedasticity and autocorrelation consistent standard error
0 references
data-determined kernel estimation
0 references
long run variance
0 references
power parameter
0 references
sharp origin kernel
0 references
tables
0 references
