Inference-without-Smoothing in the Presence of Nonparametric Autocorrelation - (Now published in 'Econometrica', 66 (1998), pp.1163-1182.)
Year of publication: |
1997-10
|
---|---|
Authors: | Robinson, Peter M |
Institutions: | Suntory and Toyota International Centres for Economics and Related Disciplines, LSE |
Subject: | autocorrelation-consistent variance estimation | long-range dependence | simultaneous equations systems |
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