The Size‐Power Tradeoff in HAR Inference

Name

10.3982-ECTA15404.pdf

Size

397.99 KB

Format

Adobe PDF

Checksum (MD5)

3d2ad1ae89cd2c273e045ce9ad9eca9b

Author(s)

Lazarus, Eben

•

Lewis, Daniel J.

•

Stock, James H.

Date Issued

2021

Journal

Econometrica

Publisher

The Econometric Society

Citation

Lazarus, Eben, Lewis, Daniel J. and Stock, James H. 2021. "The Size‐Power Tradeoff in HAR Inference." Econometrica, 89 (5).

Version

Author's final manuscript

MIT Department

Sloan School of Management

Terms of Use

Creative Commons Attribution-Noncommercial-Share Alike

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DOI of Published Version

https://doi.org/10.3982/ecta15404