Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators
Jingjing Yang, Timothy J. Vogelsang
| Year of publication: |
April 2018
|
|---|---|
| Authors: | Yang, Jingjing ; Vogelsang, Timothy J. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 165.2018, p. 21-27
|
| Subject: | Bias correction | Fixed- asymptotics | HAC estimator | Hypothesis testing | Long run variance | Parzen bias | Schätztheorie | Estimation theory | Systematischer Fehler | Bias | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2018.01.023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011973806