Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator (Q1362034)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator |
scientific article; zbMATH DE number 1042445
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator |
scientific article; zbMATH DE number 1042445 |
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
0 references
0 references
0 references
0 references
0 references
0.97219306
0 references
0.9684137
0 references
0.9484927
0 references
0.9484401
0 references
0.9426933
0 references
