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  • Search: subject:"Large-m and fixed-m asymptotic theory"
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Year of publication
Subject
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Estimation theory 2 Schätztheorie 2 Time series analysis 2 Zeitreihenanalyse 2 Autocorrelation 1 Autokorrelation 1 Fractional integration 1 Large-m and fixed-m asymptotic theory 1 Long run variance estimation 1 large-m and fixed-m asymptotic theory 1 long memory 1 long run variance estimation 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 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
Author
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Hualde, Javier 2 Iacone, Fabrizio 2
Published in...
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Discussion papers in economics 1 Economics letters 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Autocorrelation robust inference using the Daniell kernel with fixed bandwidth
Hualde, Javier; Iacone, Fabrizio - 2015
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011318412
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Cover Image
Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes
Hualde, Javier; Iacone, Fabrizio - In: Economics letters 150 (2017), pp. 39-43
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011762253
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