Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator (Q1362034)
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scientific article; zbMATH DE number 1042445
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator |
scientific article; zbMATH DE number 1042445 |
Statements
Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator (English)
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5 January 1998
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moving average
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time series
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serial correlation
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spectral density
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0.97219306
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0.9684137
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0.9484927
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0.9484401
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0.9426933
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