Showing 1 - 9 of 9
In this paper, we consider the problem of determining the optimal block size for a spatial subsampling method for spatial processes observed on regular grids. We derive expansions for the mean square error of the subsampling variance estimator, which yields an expression for the theoretical...
Persistent link: https://www.econbiz.de/10009770911
Persistent link: https://www.econbiz.de/10012003975
shocks. We provide asymptotic theory for proxy SVARs when the VAR innovations and proxy variables are jointly a-mixing. We …
Persistent link: https://www.econbiz.de/10011570152
Persistent link: https://www.econbiz.de/10011594405
Persistent link: https://www.econbiz.de/10011549676
Persistent link: https://www.econbiz.de/10011339301
Persistent link: https://www.econbiz.de/10012050820
Persistent link: https://www.econbiz.de/10012050908
Persistent link: https://www.econbiz.de/10012806700