Prewhitening bias in HAC estimation
Donggyu Sul, Peter C. B. Phillips and Chi-young Choi
| Year of publication: |
2005
|
|---|---|
| Authors: | Sul, Donggyu ; Phillips, Peter C. B. ; Choi, Chi-young |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 67.2005, 4, p. 517-546
|
| Subject: | Schätztheorie | Estimation theory | Systematischer Fehler | Bias | Theorie | Theory | Autokorrelation | Autocorrelation | Heteroskedastizität | Heteroscedasticity |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003020807