Pages that link to "Item:Q1362034"
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The following pages link to Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator (Q1362034):
Displayed 4 items.
- Modeling the interdependence of volatility and inter-transaction duration processes. (Q1858921) (← links)
- A TWO-STAGE PLUG-IN BANDWIDTH SELECTION AND ITS IMPLEMENTATION FOR COVARIANCE ESTIMATION (Q3577699) (← links)
- COMMON FEATURES IN TIME SERIES WITH BOTH DETERMINISTIC AND STOCHASTIC SEASONALITY (Q4432538) (← links)
- On improving the robustness and reliability of Rao's score test (Q5943799) (← links)