On the irrelevance of impossibility theorems: the case of the long-run variance

DOI10.2202/1941-1928.1062MaRDI QIDQ4928545zbMATH OpenOpenAlexFDO

Authors Pierre Perron, Linxia Ren

Publication date 14 June 2013

Published in Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2202/1941-1928.1062

zbMATH Keywords

robust inferenceill-posed problemsspectral density function at frequency zeroHAC estimates

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Foundations and philosophical topics in statistics (62A01)

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• A theory of robust long-run variance estimation
• How mathematical impossibility changed welfare economics: a history of Arrow's impossibility theorem

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