Pages that link to "Item:Q3577699"
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The following pages link to A TWO-STAGE PLUG-IN BANDWIDTH SELECTION AND ITS IMPLEMENTATION FOR COVARIANCE ESTIMATION (Q3577699):
Displaying 6 items.
- How useful is yet another data-driven bandwidth in long-run variance estimation? A simulation study on cointegrating regressions (Q547102) (← links)
- Methods for computing numerical standard errors: review and application to value-at-risk estimation (Q1669699) (← links)
- Simulation experiments on the performance of structural change tests in cointegration (Q3527722) (← links)
- A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series (Q5283412) (← links)
- Functional-coefficient cointegration models in the presence of deterministic trends (Q5862483) (← links)
- Mean-Structure and Autocorrelation Consistent Covariance Matrix Estimation (Q6620845) (← links)
