HAC estimation by automated regression
Peter C. B. Phillips
| Year of publication: |
2005
|
|---|---|
| Authors: | Phillips, Peter C. B. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 21.2005, 1, p. 116-142
|
| Subject: | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Automatisierung | Automation | Autokorrelation | Autocorrelation | Heteroskedastizität | Heteroscedasticity |
| 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/10002674646