Simultaneous bandwidths determiniation for DK-HAC estimators and long-run variance estimation in nonparametric settings
Files
Accepted manuscript
Date
2023
Authors
Belotti, Federico
Casini, Alessandro
Catania, Leopoldo
Grassi, Stefano
Perron, Pierre
Version
Accepted manuscript
OA Version
Citation
F. Belotti, A. Casini, L. Catania, S. Grassi, P. Perron. 2023. "Simultaneous Bandwidths Determiniation for DK-HAC Estimators and Long-run Variance Estimation in Nonparametric Settings" Econometric Reviews, Volume 42, Issue 3, pp.281-306. https://doi.org/10.1080/07474938.2023.2178138