The Size‐Power Tradeoff in HAR Inference (Q6157651)
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scientific article; zbMATH DE number 7684925
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Size‐Power Tradeoff in HAR Inference |
scientific article; zbMATH DE number 7684925 |
Statements
The Size‐Power Tradeoff in HAR Inference (English)
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12 May 2023
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heteroskedasticity- and autocorrelation-robust estimation
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HAR
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long-run variance estimator
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