Two estimators of the long-run variance : beyond short memory
Year of publication: |
2009
|
---|---|
Authors: | Abadir, Karim Maher ; Distaso, Walter ; Giraitis, Liudas |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 150.2009, 1, p. 56-70
|
Subject: | Maßzahl | Statistical measures | Schätztheorie | Estimation theory |
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