Open AccessLocal Projections, Autocorrelation, and Efficiency
Author(s) -
Amaze Lusompa
Publication year - 2021
Publication title -
the federal reserve bank of kansas city research working papers
Language(s) - English
Resource type - Journals
ISSN - 1936-5330
DOI - 10.18651/rwp2021-01
Subject(s) - autocorrelation , heteroscedasticity , autocorrelation technique , statistics , mathematics , econometrics , frequentist inference , ordinary least squares , bayesian probability , bayesian inference
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