Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators
DOI10.1111/J.1467-9892.2007.00548.XzbMATH Open1164.62061OpenAlexW3121407489MaRDI QIDQ3608191FDOQ3608191
Timothy J. Vogelsang, Nigar Hashimzade
Publication date: 28 February 2009
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2007.00548.x
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- Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
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- BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
- Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators
- HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES
- Inference on difference-in-differences average treatment effects: a fixed-\(b\) approach
- Regression discontinuity and heteroskedasticity robust standard errors: evidence from a fixed-bandwidth approximation
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