异方差和自相关稳健推断的演化谱理论:在可能误设和非平稳模型中的应用

Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models

Journal of Econometrics · 2022
被引 16
人大 AABS 4
计量经济学时间序列分析非平稳过程稳健推断