Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (Q6108257)
From MaRDI portal
scientific article; zbMATH DE number 7704456
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models |
scientific article; zbMATH DE number 7704456 |
Statements
Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (English)
0 references
29 June 2023
0 references
fixed-\(b\)
0 references
HAC standard errors
0 references
HAR
0 references
long-run variance
0 references
nonstationarity
0 references
misspecification
0 references
outliers
0 references
segmented locally stationary
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
