Pages that link to "Item:Q1867717"
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The following pages link to Higher order approximations for Wald statistics in time series regressions with integrated processes. (Q1867717):
Displaying 3 items.
- Long run variance estimation and robust regression testing using sharp origin kernels with no truncation (Q866643) (← links)
- Second order optimality for estimators in time series regression models (Q873630) (← links)
- Optimal estimation of cointegrated systems with irrelevant instruments (Q2511780) (← links)
