Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference16 articles.
1. Heteroskedasticity and autocorrelation consistent covariance matrix estimation;Andrews;Econometrica,1991
2. A maximum likelihood procedure for regression with autocorrelated errors;Beach;Econometrica,1978
3. Useful invariance results for generalized regression models;Breusch;J. Econometrics,1980
4. Den Haan, W.J., Levin, A., 1994. Inferences from parametric and non-parametric covariance matrix estimation procedures. Manuscript, UCSD and Federal Reserve Board.
5. Mean and autocovariance function estimation near the boundary of stationarity;Giraitis;J. Econometrics,2012
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献