Testing-optimal Kernel choice in HAR inference

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Bibliographische Detailangaben
Veröffentlicht in:Journal of econometrics
1. Verfasser: Sun, Yixiao (VerfasserIn)
Weitere Verfasser: Yang, Jingjing (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2020
Schlagworte:
Fixed-smoothing asymptotics > Heteroskedasticity and autocorrelation robust test > Optimal kernel choice > Testing-optimal smoothing-parameter > Aufsatz in Zeitschrift
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