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~person:"Sun, Yixiao"
~subject:"Heteroskedasticity and autocorrelation"
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Heteroskedasticity and autocorrelation
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Should we go one step further? : an accurate comparison of one-step and two-step procedures in a generalized
method
of
moments
framework
Hwang, Jungbin
;
Sun, Yixiao
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 381-405
Persistent link: https://www.econbiz.de/10012116364
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