Optimal bandwidth selection in heteroskedasticity-autocorrelation robust testing
Yixiao X. Sun; Peter C. Phillips; Sainan Jin
| Year of publication: |
2005
|
|---|---|
| Other Persons: | Sun, Yixiao (contributor) ; Phillips, Peter C. B. (contributor) ; Jin, Sainan (contributor) |
| Publisher: |
San Diego, Calif. : Univ. of California, Dep. of Economics |
| Subject: | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | Autokorrelation | Autocorrelation | Robustes Verfahren | Robust statistics | Theorie | Theory |
freely available
| Extent: | Online-Ressource (48 S.) graph. Darst. |
|---|---|
| Series: | Discussion papers / Department of Economics, University of California San Diego. - San Diego, Calif., ZDB-ID 2437619-X. - Vol. 2005,12 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003761924