Numerical Standard Errors Computation in R


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Documentation for package ‘nse’ version 1.21

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nse-package nse: Computation of numerical standard errors in R
nse nse: Computation of numerical standard errors in R
nse.andrews Andrews estimator
nse.boot Bootstrap estimator
nse.cos Long-run variance estimation using low-frequency cosine series.
nse.geyer Geyer estimator
nse.hiruk Hirukawa estimator
nse.nw Newey-West estimator
nse.spec0 Spectral density at zero estimator