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Comment on "HAR inference: recommendations for practice" by E. Lazarus, D.J. Lewis, J.H. Stock and M.W. Watson
Müller, Ulrich K., (2018)
Nearly efficient unit root tests when the alternative is trendstationary
Müller, Ulrich K., (2000)
A theory of robust long-run variance estimation
Müller, Ulrich K., (2007)