Long-Run Covariability
From MaRDI portal
Publication:4630012
DOI10.3982/ECTA15047zbMath1416.62514MaRDI QIDQ4630012
Ulrich K. Müller, Mark W. Watson
Publication date: 29 March 2019
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta15047
62P20: Applications of statistics to economics
62H12: Estimation in multivariate analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G15: Nonparametric tolerance and confidence regions
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