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HAR Inference: Recommendations for Practice Rejoinder

Lazarus, Eben; Lewis, Daniel J; Stock, James H; Watson, Mark W; (2018) HAR Inference: Recommendations for Practice Rejoinder. Journal of Business & Economic Statistics , 36 (4) pp. 574-575. 10.1080/07350015.2018.1513251. Green open access

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Type: Article
Title: HAR Inference: Recommendations for Practice Rejoinder
Open access status: An open access version is available from UCL Discovery
DOI: 10.1080/07350015.2018.1513251
Publisher version: https://doi.org/10.1080/07350015.2018.1513251
Language: English
Additional information: This version is the author accepted manuscript. For information on re-use, please refer to the publisher’s terms and conditions.
UCL classification: UCL
UCL > Provost and Vice Provost Offices > UCL SLASH
UCL > Provost and Vice Provost Offices > UCL SLASH > Faculty of S&HS
UCL > Provost and Vice Provost Offices > UCL SLASH > Faculty of S&HS > Dept of Economics
URI: https://discovery.ucl.ac.uk/id/eprint/10160487
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