A conditional-heteroskedasticity-robust confidence interval for the autoregressive parameter
Donald W. K. Andrews and Patrik Guggenberger
| Year of publication: |
2014
|
|---|---|
| Authors: | Andrews, Donald W. K. ; Guggenberger, Patrik |
| Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 96.2014, 2, p. 376-381
|
| Subject: | Autokorrelation | Autocorrelation | Heteroskedastizität | Heteroscedasticity | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010392945