FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS
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Publication:2786683
DOI10.1017/S0266466614000814zbMath1441.62612OpenAlexW2114713519MaRDI QIDQ2786683
Christian B. Hansen, Timothy J. Vogelsang, C. Alan Bester, Timothy G. Conley
Publication date: 23 February 2016
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466614000814
Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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