On a general class of long run variance estimators
Xianyang Zhang; Xiaofeng Shao
| Year of publication: |
2013
|
|---|---|
| Authors: | Zhang, Xianyang ; Shao, Xiaofeng |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 120.2013, 3, p. 437-441
|
| Subject: | Fixed-smoothing asymptotics | Generalized method of moments | Long run variance matrix | Schätztheorie | Estimation theory | Momentenmethode | Method of moments |
| 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/10010187270