Robust inference on correlation under general heterogeneity (Q6199632)
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scientific article; zbMATH DE number 7822321
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust inference on correlation under general heterogeneity |
scientific article; zbMATH DE number 7822321 |
Statements
Robust inference on correlation under general heterogeneity (English)
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21 March 2024
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serial correlation
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cross-correlation
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heteroskedasticity
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martingale differences
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