How useful is yet another data-driven bandwidth in long-run variance estimation? A simulation study on cointegrating regressions (Q547102)
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scientific article; zbMATH DE number 5916280
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How useful is yet another data-driven bandwidth in long-run variance estimation? A simulation study on cointegrating regressions |
scientific article; zbMATH DE number 5916280 |
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How useful is yet another data-driven bandwidth in long-run variance estimation? A simulation study on cointegrating regressions (English)
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30 June 2011
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cointegration
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kernel
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0.8391747
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0.8292168
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0.8206558
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0.8188026
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0.8182236
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0.8181449
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0.8169949
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