How useful is yet another data-driven bandwidth in long-run variance estimation? A simulation study on cointegrating regressions (Q547102)

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How useful is yet another data-driven bandwidth in long-run variance estimation? A simulation study on cointegrating regressions
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    How useful is yet another data-driven bandwidth in long-run variance estimation? A simulation study on cointegrating regressions (English)
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    30 June 2011
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    cointegration
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    kernel
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