Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models

Alessandro Casini

Year of publication:	[2022]
Authors:	Casini, Alessandro
Publisher:	[Rom] : CEIS Tor Vergata
Subject:	Fixed-b \| HAC standard errors \| HAR \| Long-run variance \| Nonstationarity \| Misspecification \| Outliers \| Segmented locally stationary \| Schätztheorie \| Estimation theory \| Zeitreihenanalyse \| Time series analysis \| Autokorrelation \| Autocorrelation \| Heteroskedastizität \| Heteroscedasticity \| Stochastischer Prozess \| Stochastic process \| Modellierung \| Scientific modelling

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