Fixed-smoothing asymptotics and asymptotic F and t tests in the presence of strong autocorrelation
Yixiao Sun
| Year of publication: |
2014
|
|---|---|
| Authors: | Sun, Yixiao |
| Published in: |
Essays in honor of Peter C. B. Phillips. - Bingley [u.a.] : Emerald, ISBN 978-1-78441-183-1. - 2014, p. 23-63
|
| Subject: | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010442880