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Perron, Pierre
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Ren, Linxia
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On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance
Perron, Pierre
;
Ren, Linxia
-
Department of Economics, Boston University
-
2010
estimation problem for the long-run variance, using the true value of the
spectral
density
function
at
frequency
zero
leads to …
Persistent link: https://www.econbiz.de/10010779462
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