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A conditional-heteroskedasticity-robust con dence interval for the autoregressive parameter

by Donald W.K. Andrews and Patrik Guggenberger
Year of publication:
2011
Authors: Andrews, Donald W. K. ; Guggenberger, Patrik
Publisher: New Haven, Conn. : Cowles Foundation for Research in Economics, Yale Univ.
Subject: Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation
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