Consistent covariance matrix estimation for linear processes
Michael Jansson
| Year of publication: |
2002
|
|---|---|
| Authors: | Jansson, Michael |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 18.2002, 6, p. 1449-1459
|
| Subject: | Korrelation | Correlation | Varianzanalyse | Analysis of variance | Schätztheorie | Estimation theory | Core |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Econometric theory |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001716914