Acceso al sitio web del Consejo de Políticas de Infraestructura

   
Portada: Infraestructura para la Logística Sustentable 2050
DESTACADO | CPI Propone - Resumen Ejecutivo

Infraestructura para el desarrollo que queremos 2026-2030

Elaborado por el Consejo de Políticas de Infraestructura (CPI), este documento constituye una hoja de ruta estratégica para orientar la inversión y la gestión de infraestructura en Chile. Presenta propuestas organizadas en siete ejes estratégicos, sin centrarse en proyectos específicos, sino en influir en las decisiones de política pública para promover una infraestructura que conecte territorios, genere oportunidades y eleve la calidad de vida de la población.
Redirigiendo al acceso original de articulo en 23 segundos...
ARTÍCULO
TITULO

A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators

Jochen Heberle and Cristina Sattarhoff    

Resumen

This paper considers the algorithmic implementation of the heteroskedasticity and autocorrelation consistent (HAC) estimation problem for covariance matrices of parameter estimators. We introduce a new algorithm, mainly based on the fast Fourier transform, and show via computer simulation that our algorithm is up to 20 times faster than well-established alternative algorithms. The cumulative effect is substantial if the HAC estimation problem has to be solved repeatedly. Moreover, the bandwidth parameter has no impact on this performance. We provide a general description of the new algorithm as well as code for a reference implementation in R.

PÁGINAS
pp. 0 - 0
MATERIAS
ECONOMÍA

Artículos similares

Hemos preparados una selección de otros artículos que pudieran ser de tu interés
George Manis, Dimitrios Bakalis and Roberto Sassi    
Many popular entropy definitions for signals, including approximate and sample entropy, are based on the idea of embedding the time series into an m-dimensional space, aiming to detect complex, deeper and more informative relationships among samples. How... ver más
Revista: Algorithms
Dimitrios V. Vougas    
There is no available Prais?Winsten algorithm for regression with AR(2) or higher order errors, and the one with AR(1) errors is not fully justified or is implemented incorrectly (thus being inefficient). This paper addresses both issues, providing an ac... ver más
Revista: Econometrics
Mohammad Naser Lessani, Jiqiu Deng and Zhiyong Guo    
Multiple geographical feature label placement (MGFLP) is an NP-hard problem that can negatively influence label position accuracy and the computational time of the algorithm. The complexity of such a problem is compounded as the number of features for la... ver más
Mamoon Riaz, Hammad Dilpazir, Sundus Naseer, Hasan Mahmood, Asim Anwar, Junaid Khan, Ian B. Benitez and Tanveer Ahmad    
In the past few decades, the transmission of data over an unsecure channel has resulted in an increased rate of hacking. The requirement to make multimedia data more secure is increasing day by day. Numerous algorithms have been developed to improve effi... ver más
Revista: Information
Nenad Marku? and Mirko Su?njevic    
Recently, there has been renewed interest in signed distance bound representations due to their unique properties for 3D shape modelling. This is especially the case for deep learning-based bounds. However, it is beneficial to work with polygons in most ... ver más
Revista: Algorithms