Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators (Q1787421)
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scientific article; zbMATH DE number 6947538
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators |
scientific article; zbMATH DE number 6947538 |
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Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators (English)
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5 October 2018
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long run variance
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HAC estimator
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bias correction
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fixed-\(b\) asymptotics
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hypothesis testing
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Parzen bias
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