Pages that link to "Item:Q2446261"
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The following pages link to On a general class of long run variance estimators (Q2446261):
Displaying 5 items.
- Are spectral estimators useful for long-run restrictions in SVARs? (Q318860) (← links)
- How useful is yet another data-driven bandwidth in long-run variance estimation? A simulation study on cointegrating regressions (Q547102) (← links)
- A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators (Q1073525) (← links)
- Estimation of longrun variance of continuous time stochastic process using discrete sample (Q2000826) (← links)
- On size and power of heteroskedasticity and autocorrelation robust tests (Q2801990) (← links)