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

Ulrich K. Müller

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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author = "M{\"u}ller, \{Ulrich K.\}",

year = "2018",

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doi = "10.1080/07350015.2018.1497502",

language = "English (US)",

volume = "36",

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journal = "Journal of Business and Economic Statistics",

issn = "0735-0015",

publisher = "Taylor and Francis Ltd.",

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T1 - Comment on "HAR Inference

T2 - Recommendations for Practice" by E. Lazarus, D. J. Lewis, J. H. Stock and M. W. Watson

AU - Müller, Ulrich K.

PY - 2018/10/2

Y1 - 2018/10/2

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DO - 10.1080/07350015.2018.1497502

M3 - Comment/debate

AN - SCOPUS:85055921072

SN - 0735-0015

VL - 36

SP - 563

EP - 564

JO - Journal of Business and Economic Statistics

JF - Journal of Business and Economic Statistics

IS - 4

ER -

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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