How useful is yet another data-driven bandwidth in long-run variance estimation? A simulation study on cointegrating regressions (Q547102): Difference between revisions
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| Property / cites work: Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation / rank | |||
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| Property / cites work: A TWO-STAGE PLUG-IN BANDWIDTH SELECTION AND ITS IMPLEMENTATION FOR COVARIANCE ESTIMATION / rank | |||
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| Property / cites work: Automatic Lag Selection in Covariance Matrix Estimation / rank | |||
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| Property / cites work: Canonical Cointegrating Regressions / rank | |||
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Latest revision as of 06:37, 4 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How useful is yet another data-driven bandwidth in long-run variance estimation? A simulation study on cointegrating regressions |
scientific article |
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How useful is yet another data-driven bandwidth in long-run variance estimation? A simulation study on cointegrating regressions (English)
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30 June 2011
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cointegration
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kernel
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