مرکز منطقه ای اطلاع رساني علوم و فناوري - Long run variance estimation and robust regression testing using sharp origin kernels with no truncation

Title of article :

Long run variance estimation and robust regression testing using sharp origin kernels with no truncation

Author/Authors :

Peter C.B. Phillips، نويسنده , , Yixiao Sun، نويسنده , , Sainan Jin، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

985

To page :

1023

Keywords :

Heteroscedasticity and autocorrelation consistent standard error , Data-determined kernel estimation , Long run variance , Sharp origin kernel , Powerparameter

Journal title :

Journal of Statistical Planning and Inference

Serial Year :

2007

Journal title :

Journal of Statistical Planning and Inference

Record number :

220361

Link To Document :

https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=220361