A new consistency proof for HAC variance estimators
Year of publication: |
2020
|
---|---|
Authors: | Davidson, James E. H. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 186.2020, p. 1-4
|
Subject: | HAC variance | Estimation | Consistency | Schätztheorie | Estimation theory |
-
Consistency of model averaging estimators
Zhang, Xinyu, (2015)
-
Exchange rate volatility in Nigeria : consistency, persistency & severity analyses
Adeoye, Babatunde W., (2011)
-
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian, (2018)
- More ...
-
Davidson, James E. H., (2006)
-
Tests of Bias in Log-Periodogram Regression
Davidson, James E. H., (2005)
-
Davidson, James E. H., (1993)
- More ...