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On a general class of long run variance estimators
Zhang, Xianyang
;
Shao, Xiaofeng
- In:
Economics letters
120
(
2013
)
3
,
pp. 437-441
Persistent link: https://www.econbiz.de/10010187270
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Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework
Zhang, Xianyang
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 123-146
Persistent link: https://www.econbiz.de/10011704780
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