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How useful is yet another data-driven bandwidth in long-run variance estimation? : a simulation study on cointegrating regressions
Hirukawa, Masayuki
- In:
Economics letters
111
(
2011
)
2
,
pp. 170-172
Persistent link: https://www.econbiz.de/10009242383
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How useful is yet another data-driven bandwidth in long-run variance estimation?: A simulation study on cointegrating regressions
Hirukawa, Masayuki
- In:
Economics letters
111
(
2011
)
2
,
pp. 170-173
Persistent link: https://www.econbiz.de/10008931500
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Insider trading with correlated signals
Jain, Neelam
;
Mirman, Leonard J.
- In:
Economics letters
65
(
1999
)
1
,
pp. 105-113
Persistent link: https://www.econbiz.de/10001406422
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