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Comment on "HAR inference: recommendations for practice" by E. Lazarus, D.J. Lewis, J.H. Stock and M.W. Watson
Müller, Ulrich K. - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 563-564
Persistent link: https://www.econbiz.de/10012249374
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HAR inference : recommendations for practice : rejoinder
Lazarus, Eben; Lewis, Daniel J.; Stock, James H.; … - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 574-575
Persistent link: https://www.econbiz.de/10012249385
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Spatial correlation robust inference in linear regression and panel models
Müller, Ulrich K.; Watson, Mark W. - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 4, pp. 1050-1064
Persistent link: https://www.econbiz.de/10014448548
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Evidence on structural instability in macroeconomic time series relations
Stock, James H. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 1, pp. 11-30
Persistent link: https://www.econbiz.de/10001203186
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Macroeconomic forecasting using diffusion indexes
Stock, James H.; Watson, Mark W. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 2, pp. 147-162
Persistent link: https://www.econbiz.de/10001660369
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Generalized shrinkage methods for forecasting using many predictors
Stock, James H.; Watson, Mark W. - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 4, pp. 481-493
Persistent link: https://www.econbiz.de/10009667056
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Consistent estimation of the number of dynamic factors in a large N and T panel
Amengual, Dante; Watson, Mark W. - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 1, pp. 91-96
Persistent link: https://www.econbiz.de/10003410170
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HAR inference : recommendations for practice
Lazarus, Eben; Lewis, Daniel J.; Stock, James H.; … - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 541-559
Persistent link: https://www.econbiz.de/10012249208
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Discussion of Lazarus, Lewis, Stock, and Watson, "HAR inference: recommendations for practice"
West, Kenneth D. - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 560-562
Persistent link: https://www.econbiz.de/10012249369
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Comment [on "HAR inference: recommendations for practice"]
Sun, Yixiao - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 565-568
Persistent link: https://www.econbiz.de/10012249378