Nonparametric HAC Estimation for Time Series Data with Missing Observations.
| Autor: | Datta, Deepa Dhume1 deepa.d.datta@frb.gov, Wenxin Du2 wdu@fas.harvard.edu |
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| Zdroj: | Working Papers -- U.S. Federal Reserve Board's International Finance Discussion Papers. Nov2012, Issue 1058/1065, preceding p1-48. 49p. |
| Databáze: | Business Source Ultimate |
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