Alternative HAC covariance matrix estimators with improved finite sample properties (Q1662087)
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scientific article; zbMATH DE number 6920183
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Alternative HAC covariance matrix estimators with improved finite sample properties |
scientific article; zbMATH DE number 6920183 |
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Alternative HAC covariance matrix estimators with improved finite sample properties (English)
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17 August 2018
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covariance matrix estimation
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finite sample analysis
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leverage points
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hypothesis testing
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Monte Carlo simulation
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inference
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