Hirukawa, Masayuki; Prokhorov, Artem Consistent estimation of linear regression models using matched data. (English) Zbl 1386.62019 J. Econom. 203, No. 2, 344-358 (2018). MSC: 62J05 62G05 62F12 62P20 PDFBibTeX XMLCite \textit{M. Hirukawa} and \textit{A. Prokhorov}, J. Econom. 203, No. 2, 344--358 (2018; Zbl 1386.62019) Full Text: DOI
Hirukawa, Masayuki A modified nonparametric prewhitened covariance estimator. (English) Zbl 1120.62072 J. Time Ser. Anal. 27, No. 3, 441-476 (2006). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M10 62M15 62G20 62G05 62G07 PDFBibTeX XMLCite \textit{M. Hirukawa}, J. Time Ser. Anal. 27, No. 3, 441--476 (2006; Zbl 1120.62072) Full Text: DOI