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person:"McAleer, Michael"
~isPartOf:"Cowles Foundation discussion paper"
~person:"Lee, Lung-fei"
~person:"Lütkepohl, Helmut"
~person:"Sun, Yixiao"
~subject:"Heteroskedastizität"
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Search: subject_exact:"Estimation theory"
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McAleer, Michael
Lee, Lung-fei
Lütkepohl, Helmut
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Phillips, Peter C. B.
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ECONIS (ZBW)
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Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao
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Phillips, Peter C. B.
;
Jin, Sainan
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2010
Persistent link: https://www.econbiz.de/10003925716
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Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainin
-
2003
Persistent link: https://www.econbiz.de/10001741372
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