Inference in time series models using smoothed-clustered standard errors
type: Item
instance of: scholarly article
title: Inference in time series models using smoothed-clustered standard errors
author: Seunghwa Rho
author: Timothy J. Vogelsang
published in: Journal of Econometrics
publication date: 2021-07-30T00:00:00Z
Mathematics Subject Classification ID: 62-XX
Mathematics Subject Classification ID: 91-XX
zbMATH DE Number: 7376510
zbMATH Keywords: fixed-b asymptotics
zbMATH Keywords: equally weighted cosines
zbMATH Keywords: systematic missing data
zbMATH Keywords: heteroskedasticity autocorrelation robust inference
MaRDI profile type: Publication
full work available at URL: j.jeconom.2020.07.037
OpenAlex ID: W3092183261
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DOI: 10.1016/J.JECONOM.2020.07.037
description: scientific article; zbMATH DE number 7376510