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Testing Weak σ Convergence Based on HAR Covariance Matrix Estimators
Release Time:2021-04-28
  • Journal:
    Advances in Econometrics
  • First Author:
    Donggyu Sul,Peter C.B. Phillips,Jianning Kong
  • Volume:
    41
  • Page Number:
    25-72
  • Translation or Not:
    No
  • Date of Publication:
    2020-03
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