Open AccessUsing HAC Estimators for Intervention Analysis
Author(s) -
Ashok K. Singh,
Rohan J. Dalpatadu
Publication year - 2020
Publication title -
open journal of statistics
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2161-7198
pISSN - 2161-718X
DOI - 10.4236/ojs.2020.101003
Subject(s) - autoregressive integrated moving average , estimator , econometrics , time series , autoregressive model , heteroscedasticity , autocorrelation , mathematics , statistics , series (stratigraphy) , regression analysis , computer science , paleontology , biology