A theory of robust long-run variance estimation (Q289220): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F35
@@ Property / Mathematics Subject Classification ID: 62F35 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F17
@@ Property / Mathematics Subject Classification ID: 60F17 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M15
@@ Property / Mathematics Subject Classification ID: 62M15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6586851
@@ Property / zbMATH DE Number: 6586851 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+heteroskedasticity and autocorrelation consistent (HAC) variance estimation
+Normal rank
@@ Property / zbMATH Keywords @@
+bias
@@ Property / zbMATH Keywords: bias / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+qualitative robustness
@@ Property / zbMATH Keywords: qualitative robustness / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+functional central limit theorem
@@ Property / zbMATH Keywords: functional central limit theorem / rank @@
+Normal rank

Revision as of 20:23, 27 June 2023