Optimal bandwidth selection in heteroskedasticity- autocorrelation robust testing
by Yixiao Sun, Peter C. B. Phillips, Sainan Jin
| Year of publication: |
2008
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|---|---|
| Authors: | Sun, Yixiao ; Phillips, Peter C. B. ; Jin, Sainan |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 76.2008, 1, p. 175-194
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| Subject: | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | Autokorrelation | Autocorrelation | Robustes Verfahren | Robust statistics | Theorie | Theory |
| 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/10003726590