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  • Search: subject:"Spectral density function at frequency zero"
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Year of publication
Subject
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HAC estimates 1 Ill-posed problems 1 Robust inference 1 Spectral density function at frequency zero 1
Type of publication
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Book / Working Paper 1
Language
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Undetermined 1
Author
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Perron, Pierre 1 Ren, Linxia 1
Institution
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Department of Economics, Boston University 1
Published in...
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Boston University - Department of Economics - Working Papers Series 1
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RePEc 1
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On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance
Perron, Pierre; Ren, Linxia - Department of Economics, Boston University - 2010
estimation problem for the long-run variance, using the true value of the spectral density function at frequency zero leads to …
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