scientific article; zbMATH DE number 1211744
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Publication:4214054
zbMath0908.62030MaRDI QIDQ4214054
Alexander Levin, Wouter J. Den Haan
Publication date: 15 October 1998
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
parametric estimatorsheteroscedasticity and autocorrelation consistent (HAC) covariance matrixkernel-based proceduresnon-smoothed nonparametric estimatorsstructural economic and time series models
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)
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