Comment on "HAR Inference: Recommendations for Practice" by E. Lazarus, D. J. Lewis, J. H. Stock and M. W. Watson

Ulrich K. Müller

Journal of Business & Economic Statistics, 2018, vol. 36, issue 4, 563-564

Date: 2018
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DOI: 10.1080/07350015.2018.1497502

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