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Two estimators of the long-run variance: Beyond short memory
Karim M. Abadir, Walter Distaso, Liudas GiraitisVolume:
150
Year:
2009
Language:
english
Pages:
15
DOI:
10.1016/j.jeconom.2009.02.010
File:
PDF, 2.36 MB
english, 2009