Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
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Publication:6134159
DOI10.1080/07474938.2023.2178138arXiv2103.00060OpenAlexW3135095746MaRDI QIDQ6134159
Pierre Perron, Alessandro Casini, Federico Belotti, Leopoldo Catania, Stefano Grassi
Publication date: 25 July 2023
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.00060
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