Long run variance estimation and robust regression testing using sharp origin kernels with no truncation (Q866643)
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scientific article; zbMATH DE number 5126464
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| English | Long run variance estimation and robust regression testing using sharp origin kernels with no truncation |
scientific article; zbMATH DE number 5126464 |
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Long run variance estimation and robust regression testing using sharp origin kernels with no truncation (English)
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14 February 2007
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heteroscedasticity and autocorrelation consistent standard error
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data-determined kernel estimation
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long run variance
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power parameter
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sharp origin kernel
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tables
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