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Inference in Time Series Models using Smoothed Clustered Standard Errors
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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | 노승화 | - |
| dc.date.accessioned | 2024-12-05T23:00:30Z | - |
| dc.date.available | 2024-12-05T23:00:30Z | - |
| dc.date.issued | 2023-11-28 | - |
| dc.identifier.uri | https://scholarworks.bwise.kr/hanyang/handle/2021.sw.hanyang/201865 | - |
| dc.title | Inference in Time Series Models using Smoothed Clustered Standard Errors | - |
| dc.type | Conference | - |
| dc.citation.conferenceName | 한양대학, 고베대학, 난양공대의 합동 학술대회 | - |
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Collections - 서울 경제금융대학 > 서울 경제금융학부 > 2. Conference Papers
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Related Researcher
- Rho, Sunghwa
- COLLEGE OF ECONOMICS AND FINANCE (SCHOOL OF ECONOMICS & FINANCE)