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ET 20th Anniversary Colloquium: Automated Inference and the Future of Econometrics || Robust Covariance Matrix Estimation: HAC Estimates with Long Memory/Antipersistence Correction

ET 20th Anniversary Colloquium: Automated Inference and the Future of Econometrics || Robust Covariance Matrix Estimation: HAC Estimates with Long Memory/Antipersistence Correction

P. M. Robinson
  • 期刊名称Econometric Theory
  • 作者P. M. Robinson
  • 卷第21卷
  • 期第1期
  • 印刷ISSN0266-4666
  • 电子ISSN1469-4360
  • 文件大小1031.31KB
  • 发表时间2005-02
  • DOI10.2307/3533631
  • 页码171-180
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