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Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings

Publikation: Working paper/Preprint Working paperForskning

Links

  • Federico Belotti, University of Rome Tor Vergata, Italien
  • Alessandro Casini, University of Rome Tor Vergata, Italien
  • Leopoldo Catania
  • Stefano Grassi
  • Pierre Perron, Boston University, USA
OriginalsprogEngelsk
StatusAfsendt - 2021

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