Testing-optimal kernel choice in HAR inference (Q2227076)
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: Testing-optimal kernel choice in HAR inference |
scientific article; zbMATH DE number 7308439
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Testing-optimal kernel choice in HAR inference |
scientific article; zbMATH DE number 7308439 |
Statements
Testing-optimal kernel choice in HAR inference (English)
0 references
9 February 2021
0 references
heteroskedasticity and autocorrelation robust test
0 references
fixed-smoothing asymptotics
0 references
optimal kernel choice
0 references
testing-optimal smoothing-parameter
0 references
0 references
0 references
0 references
0 references
0.8048581480979919
0 references
0.7753965854644775
0 references
0.7683566212654114
0 references
0.7665323615074158
0 references
0.7664273381233215
0 references
