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Consistency of kernel variance estimators for sums of semiparametric linear processes
Davidson, James E. H.
;
Jong, Robert M. de
- In:
The econometrics journal
5
(
2002
)
1
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pp. 150-175
Persistent link: https://www.econbiz.de/10001683700
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Consistency of kernel variance estimators for sums of semiparametric linear processes
Davidson, James
;
Jong, Robert M.de
- In:
The econometrics journal
5
(
2002
)
1
,
pp. 160-175
Persistent link: https://www.econbiz.de/10007477016
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