Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing
| Year of publication: |
2008
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|---|---|
| Authors: | Sun, Yixiao ; Phillips, Peterc B. ; Jin, Sainan |
| Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Verlagsorte], ISSN 0012-9682, ZDB-ID 1798x. - Vol. 76.2008, 1, p. 175-194
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