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

Ulrich K. Müller

doi:10.1080/07350015.2018.1497502

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

Research output: Contribution to journal › Comment/debate › peer-review

Original language	English (US)
Pages (from-to)	563-564
Number of pages	2
Journal	Journal of Business and Economic Statistics
Volume	36
Issue number	4
DOIs	https://doi.org/10.1080/07350015.2018.1497502
State	Published - 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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10.1080/07350015.2018.1497502

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SP - 563

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JO - Journal of Business and Economic Statistics

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

All Science Journal Classification (ASJC) codes

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