Improved HAC covariance matrix estimation based on forecast errors (Q1934714): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2077918347 / rank | |||
Normal rank | |||
Revision as of 22:15, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved HAC covariance matrix estimation based on forecast errors |
scientific article |
Statements
Improved HAC covariance matrix estimation based on forecast errors (English)
0 references
29 January 2013
0 references
forecast error
0 references
HAC estimator
0 references
kernel estimator
0 references
recursive residual
0 references
robust test
0 references
