On robust inference in time series regression
Richard T. Baillie, Francis X. Diebold, George Kapetanios, Kun Ho Kim
| Year of publication: |
March 24, 2022
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|---|---|
| Authors: | Baillie, Richard ; Diebold, Francis X. ; Kapetanios, George ; Kim, Kun Ho |
| Publisher: |
Philadelphia, PA : Penn Institute for Economic Research, Department of Economics, University of Pennsylvania |
| Subject: | Serial correlation | heteroskedasticity and autocorrelation consistent (HAC) regression | dynamic regression | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Heteroskedastizität | Heteroscedasticity |
freely available
| Extent: | 1 Online-Ressource (circa 44 Seiten) Illustrationen |
|---|---|
| Series: | Working papers / Penn Institute for Economic Research. - Philadelphia, Penn., ZDB-ID 2405838-5. - Vol. 22, 012 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013384711