Two estimators of the long-run variance: Beyond short memory
Work
Year: 2009
Type: article
Source: Journal of Econometrics
Institutions Imperial College London, Queen Mary University of London
Cites: 25
Cited by: 38
Related to: 10
FWCI: 2.132
Citation percentile (by year/subfield): 96.34
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: green