Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference

Fuente: arXiv

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Bibliographic Details
Main Authors:	Casini, Alessandro, Deng, Taosong, Perron, Pierre
Format:	Preprint
Published:	2021
Subjects:	Econometrics Statistics Theory
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2103.01604