HAC Corrections for Strongly Autocorrelated Time Series

Journal of Business and Economic Statistics

Volumn 32, Issue 3, 2014, Pages 311-322

  Müller, Ulrich K ^a  

^a PRINCETON UNIVERSITY   (United States)

Author keywords

AR(1); Local to unity; Long run variance

Indexed keywords

EID: 84912531601     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.2014.931238     Document Type: Note

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