The Size‐Power Tradeoff in HAR Inference (Q5982448)

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scientific article
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English
The Size‐Power Tradeoff in HAR Inference
scientific article

    Statements

    published in
    Econometrica
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    volume
    89
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    issue
    5
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    page(s)
    2497-2516
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    publication date
    2021
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    author
    Eben Lazarus
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    Daniel J. Lewis
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    James H. Stock
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    Identifiers

    DOI
    10.3982/ecta15404
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