Studentizing Weighted Sums Of Linear Processes
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- McMurry, Timothy L. & Politis, Dimitris N., 2008. "Bootstrap confidence intervals in nonparametric regression with built-in bias correction," Statistics & Probability Letters, Elsevier, vol. 78(15), pages 2463-2469, October.
- Robinson, P. M., 2005. "Robust covariance matrix estimation : 'HAC' estimates with long memory/antipersistence correction," LSE Research Online Documents on Economics 323, London School of Economics and Political Science, LSE Library.
- Abadir, Karim M. & Distaso, Walter & Giraitis, Liudas, 2009. "Two estimators of the long-run variance: Beyond short memory," Journal of Econometrics, Elsevier, vol. 150(1), pages 56-70, May.
- Robinson, P.M., 2005. "Robust Covariance Matrix Estimation: Hac Estimates With Long Memory/Antipersistence Correction," Econometric Theory, Cambridge University Press, vol. 21(01), pages 171-180, February.
- P. M. Robinson, 1998. "Inference-Without-Smoothing in the Presence of Nonparametric Autocorrelation," Econometrica, Econometric Society, vol. 66(5), pages 1163-1182, September.
- Robinson, Peter M., 1997. "Large-sample inference for nonparametric regression with dependent errors," LSE Research Online Documents on Economics 302, London School of Economics and Political Science, LSE Library.
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