HAC corrections for strongly autocorrelated time series
Year of publication: |
2014
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---|---|
Authors: | Müller, Ulrich K. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 32.2014, 3, p. 311-340
|
Subject: | AR(1) | Local-to-unity | Long-run variance | Autokorrelation | Autocorrelation | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Staatspapier | Government securities | Euromarkt | Euromarkets |
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