Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation
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Publication:5477765
DOI10.1111/1468-0262.00366zbMath1101.62367OpenAlexW2151583757MaRDI QIDQ5477765
Timothy J. Vogelsang, Nicholas M. Kiefer
Publication date: 29 June 2006
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://cae.economics.cornell.edu/noterev.pdf
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)
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