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Consistency of kernel variance estimators for sums of semiparametric linear processes

Davidson, James and Jong, Robert M.De

Consistency of kernel variance estimators for sums of semiparametric linear processes J5039 2002 - 2002 - 160-175 V. 05 Issue. 1

Subjects--Topical Terms:
Econometrics

Subjects--Index Terms: Kernel estimator;Linear process;Near epoch dependent;

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