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 / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C05 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B84 / rank | |||
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cointegration | |||
| Property / zbMATH Keywords: cointegration / rank | |||
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kernel | |||
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Revision as of 12:41, 1 July 2023
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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