Long run variance estimation and robust regression testing using sharp origin kernels with no truncation (Q866643)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Long run variance estimation and robust regression testing using sharp origin kernels with no truncation
scientific article

    Statements

    Long run variance estimation and robust regression testing using sharp origin kernels with no truncation (English)
    0 references
    0 references
    0 references
    0 references
    14 February 2007
    0 references
    heteroscedasticity and autocorrelation consistent standard error
    0 references
    data-determined kernel estimation
    0 references
    long run variance
    0 references
    power parameter
    0 references
    sharp origin kernel
    0 references
    tables
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references