How useful is yet another data-driven bandwidth in long-run variance estimation? A simulation study on cointegrating regressions (Q547102)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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