Search results with tag "Variance estimation"

Curriculum Vitae - Economics

4 Phillips, Peter C.B., Sun, Yixiao, and Jin, Sainan.“Long Run Variance Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation” Journal of Statistical Planning and Inference, Vol. 137 (2007), pp. 985-1023. Sun, Yixiao.

  Variance, Estimation, Variance estimation