autocorrelation related issues & queries in StatsXchanger








Newey West estimator, application

autocorrelation
Updated January 11, 2018 16:19 PM

Newey-West estimator

autocorrelation heteroscedasticity
Updated January 11, 2018 14:19 PM

Serial correlation

correlation autocorrelation
Updated January 06, 2018 18:19 PM





Lag-1 autocorrelation of a time series

autocorrelation
Updated December 20, 2017 10:19 AM



Autocorrelation

autocorrelation
Updated December 11, 2017 10:19 AM





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