Two estimators of the long-run variance: beyond short memory (Q302164)
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: Two estimators of the long-run variance: beyond short memory |
scientific article; zbMATH DE number 6600692
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Two estimators of the long-run variance: beyond short memory |
scientific article; zbMATH DE number 6600692 |
Statements
Two estimators of the long-run variance: beyond short memory (English)
0 references
4 July 2016
0 references
long-run variance
0 references
long memory
0 references
heteroskedasticity and autocorrelation consistent (HAC) estimator
0 references
memory and autocorrelation consistent (MAC) estimator
0 references
0 references
0 references
0 references
0.8162077069282532
0 references
0.8119786381721497
0 references
0.8055396676063538
0 references
0.8031229376792908
0 references
0.7988659739494324
0 references
