Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators
Yang, Jingjing, Vogelsang, Timothy J.Volume:
165
Language:
english
Journal:
Economics Letters
DOI:
10.1016/j.econlet.2018.01.023
Date:
April, 2018
File:
PDF, 514 KB
english, 2018