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Journal of Business & Economic Statistics Volume 32, 2014 - Issue 3
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Discussion

HAC Corrections for Strongly Autocorrelated Time Series

Ulrich K. MüllerDepartment of Economics, Princeton University, Princeton, NJ08544 ([email protected])
Pages 311-322 | Received 01 Mar 2014, Published online: 28 Jul 2014

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Antonio F. Galvao & Jungmo Yoon. (2023) HAC Covariance Matrix Estimation in Quantile Regression. Journal of the American Statistical Association 0:0, pages 1-12.
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Eben Lazarus, Daniel J. Lewis, James H. Stock & Mark W. Watson. (2018) HAR Inference: Recommendations for Practice. Journal of Business & Economic Statistics 36:4, pages 541-559.
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Ulrich K. Müller. (2018) Comment on "HAR Inference: Recommendations for Practice" by E. Lazarus, D. J. Lewis, J. H. Stock and M. W. Watson. Journal of Business & Economic Statistics 36:4, pages 563-564.
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Matias D. Cattaneo & Richard K. Crump. (2014) Comment. Journal of Business & Economic Statistics 32:3, pages 324-329.
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Timothy J. Vogelsang. (2014) Comment. Journal of Business & Economic Statistics 32:3, pages 334-338.
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