A new kernel for long-run variance estimates in seasonal time series models
| Year of publication: |
2002
|
|---|---|
| Authors: | Shin, Dong Wan ; Oh, Man-Suk |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 76.2002, 2, p. 165-171
|
| Publisher: |
Elsevier |