HAC Corrections for Strongly Autocorrelated Time Series

Author: Müller Ulrich K.  

Publisher: Taylor & Francis Ltd

ISSN: 0735-0015

Source: Journal of Business & Economic Statistics, Vol.32, Iss.3, 2014-07, pp. : 311-322

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next