Consistency of kernel estimators of heteroscedastic and autocorrelated covariance matrices
by Robert M. DeJong and James Davidson
| Year of publication: |
1996
|
|---|---|
| Authors: | Jong, Robert M. de ; Davidson, James E. H. |
| Publisher: |
Tilburg |
| Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | 21 Bl |
|---|---|
| Series: | Discussion paper / Center for Economic Research, Tilburg University. - Amsterdam, ISSN 0924-7815, ZDB-ID 2174283-2. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000936005