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Autocorrelation robust inference using the Daniell kernel with fixed bandwidth

Javier Hualde and Fabrizio Iacone
Year of publication:
2015
Authors: Hualde, Javier ; Iacone, Fabrizio
Publisher: York : Dep. of Economics and Related Studies, Univ. of York
Subject: long run variance estimation | long memory | large-m and fixed-m asymptotic theory | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis
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