Amazingly versatile Durbin regressions with persistent and nonlinear errors: HAC comparisons (Q6882944)
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scientific article; zbMATH DE number 8137784
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| English | Amazingly versatile Durbin regressions with persistent and nonlinear errors: HAC comparisons |
scientific article; zbMATH DE number 8137784 |
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Amazingly versatile Durbin regressions with persistent and nonlinear errors: HAC comparisons (English)
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16 December 2025
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Durbin regressions
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long memory and nonlinear error processes
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OLS-HAC inference
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