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~subject:"Heteroskedastizität"
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Heteroskedastizität
Estimation theory
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Long-run variance
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long-run variance
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Long run variance estimator
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Long run variance
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long run variance
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long run variance estimation
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Robust standard error
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Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models
Casini, Alessandro
-
2022
Persistent link: https://www.econbiz.de/10013255861
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HAR inference : recommendations for practice
Lazarus, Eben
;
Lewis, Daniel J.
;
Stock, James H.
; …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 541-559
Persistent link: https://www.econbiz.de/10012249208
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3
Let’s fix it : fixed- asymptotics versus small- asymptotics in heteroskedasticity and autocorrelation robust inference
Sun, Yixiao
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 659-677
Persistent link: https://www.econbiz.de/10010257366
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