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

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Casini, Alessandro, Deng, Taosong, Perron, Pierre
Format:	Preprint
Publié:	2021
Sujets:	Econometrics Statistics Theory
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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