Autocorrelation-robust inference
By: by P.M. Robinson and C. Velasco.
Contributors: Velasco, C.; Suntory and Toyota International Centres for Economics and Related Disciplines.
Series: Econometrics discussion paper -- no.EM/96/316
Publisher: Suntory & Toyota International Centres for Economics & Related Disciplines
Published: 1996
Place of publication: London
Language: eng
Number of pages: 49
Subjects: Econometrics.; Time-series analysis.