On a general class of long run variance estimators
Year of publication: |
2013
|
---|---|
Authors: | Zhang, Xianyang ; Shao, Xiaofeng |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 120.2013, 3, p. 437-441
|
Publisher: |
Elsevier |
Subject: | Fixed-smoothing asymptotics | Generalized method of moments | Long run variance matrix |
-
On a general class of long run variance estimators
Zhang, Xianyang, (2013)
-
Sensitivity analysis using approximate moment condition models
Armstrong, Timothy B., (2021)
-
A Simple Test for Identification in GMM under Conditional Moment Restrictions
Bravo, Francesco, (2011)
- More ...
-
Self-normalization for Spatial Data
Zhang, Xianyang, (2014)
-
Testing for Change Points in Time Series
Shao, Xiaofeng, (2010)
-
Testing for change points in time series
Shao, Xiaofeng, (2010)
- More ...