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The Size‐Power Tradeoff in HAR Inference

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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
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DOI of Published Version
https://doi.org/10.3982/ecta15404
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