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Spatial correlation robust inference - MaRDI portal

Spatial correlation robust inference (Q6536502)

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scientific article; zbMATH DE number 7846127
Language Label Description Also known as
English
Spatial correlation robust inference
scientific article; zbMATH DE number 7846127

    Statements

    title
    Spatial correlation robust inference (English)
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    author
    Ulrich K. Müller
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    Mark W. Watson
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    published in
    Econometrica
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    publication date
    13 May 2024
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    zbMATH Keywords
    confidence interval
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    HAR
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    HAC
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    random field
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    cites work
    Q5470650
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    Q3580419
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    Q2896059
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    Identifiers

    DOI
    10.3982/ecta19465
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    Mathematics Subject Classification ID
    62M30
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    62G15
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    62M10
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    62P20
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    zbMATH DE Number
    7846127
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