Heteroskedasticity autocorrelation robust inference in time series regressions with missing data
Year of publication: |
2019
|
---|---|
Authors: | Rho, Seung-Hwa ; Vogelsang, Timothy J. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 35.2019, 3, p. 601-629
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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