Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
Year of publication: |
2023
|
---|---|
Authors: | Belotti, Federico ; Casini, Alessandro ; Catania, Leopoldo ; Grassi, Stefano ; Perron, Pierre |
Subject: | HAC standard errors | long-run variance | nonstationarity | outliers | segmented locally stationary | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
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