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IEAS working paper
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2000 Conference (44th), January 23-25, 2000, Sydney, Australia
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Improved HAC covariance matrix estimation based on forecast errors
Kuan, Chung-ming
(
contributor
);
Hsieh, Yu-wei
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003371590
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