On a general class of long run variance estimators (Q2446261)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a general class of long run variance estimators |
scientific article |
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On a general class of long run variance estimators (English)
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16 April 2014
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fixed-smoothing asymptotics
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generalized method of moments
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long run variance matrix
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