On a general class of long run variance estimators (Q2446261)
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scientific article; zbMATH DE number 6285961
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | On a general class of long run variance estimators |
scientific article; zbMATH DE number 6285961 |
Statements
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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0.9277795
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0.89809537
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0.89021504
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0.8844741
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0.8756531
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0.87155974
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0.87043035
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0.86900735
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