On a general class of long run variance estimators
Year of publication: |
2013
|
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Authors: | Zhang, Xianyang ; Shao, Xiaofeng |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 120.2013, 3, p. 437-441
|
Subject: | Fixed-smoothing asymptotics | Generalized method of moments | Long run variance matrix | Schätztheorie | Estimation theory | Momentenmethode | Method of moments |
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