Consistent covariance matrix estimation for linear processes
Year of publication: |
2002
|
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Authors: | Jansson, Michael |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 18.2002, 6, p. 1449-1459
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Subject: | Theorie | Theory | Core | Korrelation | Correlation |
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