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Robust inference on correlation under general heterogeneity - MaRDI portal

Robust inference on correlation under general heterogeneity (Q6199632)

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scientific article; zbMATH DE number 7822321
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English
Robust inference on correlation under general heterogeneity
scientific article; zbMATH DE number 7822321

    Statements

    title
    Robust inference on correlation under general heterogeneity (English)
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    publication date
    21 March 2024
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    zbMATH DE Number
    7822321
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    zbMATH Keywords
    serial correlation
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    cross-correlation
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    heteroskedasticity
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    martingale differences
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    cites work
     
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