Prewhitening Bias in Hac Estimation
Year of publication: |
2005
|
---|---|
Authors: | Sul, Donggyu ; Phillips, Peter C. B. ; Choi, C. Y. |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Systematischer Fehler | Bias | Heteroskedastizität | Heteroscedasticity |
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