Two estimators of the long-run variance : beyond short memory
Karim M. Abadir; Walter Distaso; Liudas Giraitis
| Year of publication: |
2009
|
|---|---|
| Authors: | Abadir, Karim Maher ; Distaso, Walter ; Giraitis, Liudas |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 150.2009, 1, p. 56-70
|
| Subject: | Maßzahl | Statistical measures | Schätztheorie | Estimation 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/10003847512