A conditional-heteroskedasticity-robust con dence interval for the autoregressive parameter
by Donald W.K. Andrews and Patrik Guggenberger
| Year of publication: |
2011
|
|---|---|
| Authors: | Andrews, Donald W. K. ; Guggenberger, Patrik |
| Publisher: |
New Haven, Conn. : Cowles Foundation for Research in Economics, Yale Univ. |
| Subject: | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation |
| Extent: | Online-Ressource (PDF-Datei: 20 S., 273,79 KB) |
|---|---|
| Series: | Cowles Foundation discussion paper. - New Haven, Conn. : [Verlag nicht ermittelbar], ZDB-ID 2195818-X. - Vol. 1812 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009236035