Heteroscedasticity-robust estimation of autocorrelation (Q5085929)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7551054
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Heteroscedasticity-robust estimation of autocorrelation |
scientific article; zbMATH DE number 7551054 |
Statements
Heteroscedasticity-robust estimation of autocorrelation (English)
0 references
30 June 2022
0 references
truncated Cauchy distribution
0 references
location parameter
0 references
bias correction
0 references
serial correlation
0 references
return series
0 references
0 references
