The Size‐Power Tradeoff in HAR Inference

Author(s)
Lazarus, Eben; Lewis, Daniel J.; Stock, James H.
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Date issued
2021
URI
https://hdl.handle.net/1721.1/140513
Department
Sloan School of Management
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
ISSN
0012-9682
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