Pages that link to "Item:Q3453249"
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The following pages link to OPTIMAL BANDWIDTH SELECTION FOR ROBUST GENERALIZED METHOD OF MOMENTS ESTIMATION (Q3453249):
Displayed 4 items.
- Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework (Q1739594) (← links)
- Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (Q6108257) (← links)
- Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings (Q6134159) (← links)
- A higher-order correct fast moving-average bootstrap for dependent data (Q6163269) (← links)