How useful is yet another data-driven bandwidth in long-run variance estimation?: A simulation study on cointegrating regressions
| Year of publication: |
2011
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|---|---|
| Authors: | Hirukawa, Masayuki |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 111.2011, 2, p. 170-173
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