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  • Search: subject:"HAC variance"
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Year of publication
Subject
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Autocorrelation 3 Autokorrelation 2 Estimation theory 2 HAC variance matrix 2 Schätztheorie 2 global warming 2 model comparisons 2 trend estimation 2 Analysis of variance 1 Climate change 1 Consistency 1 Estimation 1 HAC variance 1 Heteroscedasticity 1 Heteroskedastizität 1 Klimawandel 1 Time series analysis 1 Varianzanalyse 1 Zeitreihenanalyse 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2 Undetermined 1
Author
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McKitrick, Ross 2 Davidson, James E. H. 1 Vogelsang, Timothy 1 Vogelsang, Timothy J. 1
Institution
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Department of Economics and Finance, College of Business and Economics 1
Published in...
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Economics discussion papers 1 Economics letters 1 Working Papers / Department of Economics and Finance, College of Business and Economics 1
Source
All
ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
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A new consistency proof for HAC variance estimators
Davidson, James E. H. - In: Economics letters 186 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012500839
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Multivariate trend comparisons between autocorrelated climate series with general trend regressors
McKitrick, Ross; Vogelsang, Timothy - Department of Economics and Finance, College of … - 2011
Inference regarding trends in climatic data series, including comparisons across different data sets as well as univariate trend significance tests, is complicated by the presence of serial correlation and step-changes in the mean. We review recent developments in the estimation of...
Persistent link: https://www.econbiz.de/10009320201
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Cover Image
Multivariate trend comparisons between autocorrelated climate series with general trend regression
McKitrick, Ross; Vogelsang, Timothy J. - 2011
Persistent link: https://www.econbiz.de/10009500892
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