On the irrelevance of impossibility theorems: the case of the long-run variance (Q4928545)
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scientific article; zbMATH DE number 6176308
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| English | On the irrelevance of impossibility theorems: the case of the long-run variance |
scientific article; zbMATH DE number 6176308 |
Statements
On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance (English)
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14 June 2013
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ill-posed problems
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robust inference
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HAC estimates
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spectral density function at frequency zero
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0.8491191267967224
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0.7752504348754883
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0.7485967874526978
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0.7350773215293884
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0.716067910194397
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