Comment on "HAR Inference: Recommendations for Practice" by E. Lazarus, D. J. Lewis, J. H. Stock and M. W. Watson

Research output: Contribution to journalComment/debatepeer-review

Original languageEnglish (US)
Pages (from-to)563-564
Number of pages2
JournalJournal of Business and Economic Statistics
Volume36
Issue number4
DOIs
StatePublished - Oct 2 2018

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Social Sciences (miscellaneous)
  • Economics and Econometrics
  • Statistics, Probability and Uncertainty

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