Two estimators of the long-run variance: beyond short memory (Q302164)
From MaRDI portal
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
0 references
0 references
0 references
