Inference for High-Dimensional Regressions With Heteroskedasticity and Auto-correlation
Year of publication: |
2020
|
---|---|
Authors: | Babii, Andrii |
Other Persons: | Ghysels, Eric (contributor) ; Striaukas, Jonas (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Regressionsanalyse | Regression analysis | Induktive Statistik | Statistical inference | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (38 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 29, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3615718 [DOI] |
Classification: | C52 - Model Evaluation and Testing ; c55 ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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