Inference-Without-Smoothing in the Presence of Nonparametric Autocorrelation
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Publication:4530925
DOI10.2307/2999633zbMath1055.62575OpenAlexW2071375183MaRDI QIDQ4530925
Publication date: 28 May 2002
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2999633
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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