Testing-optimal kernel choice in HAR inference (Q2227076)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing-optimal kernel choice in HAR inference |
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Testing-optimal kernel choice in HAR inference (English)
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9 February 2021
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heteroskedasticity and autocorrelation robust test
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fixed-smoothing asymptotics
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optimal kernel choice
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testing-optimal smoothing-parameter
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