Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator (Q1362034)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator |
scientific article |
Statements
Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator (English)
0 references
5 January 1998
0 references
moving average
0 references
time series
0 references
serial correlation
0 references
spectral density
0 references
