Two estimators of the long-run variance: beyond short memory (Q302164): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62M10 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62G05 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62G20 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62P20 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6600692 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
long-run variance | |||
Property / zbMATH Keywords: long-run variance / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
long memory | |||
Property / zbMATH Keywords: long memory / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
heteroskedasticity and autocorrelation consistent (HAC) estimator | |||
Property / zbMATH Keywords: heteroskedasticity and autocorrelation consistent (HAC) estimator / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
memory and autocorrelation consistent (MAC) estimator | |||
Property / zbMATH Keywords: memory and autocorrelation consistent (MAC) estimator / rank | |||
Normal rank |
Revision as of 23:09, 27 June 2023
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