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College of Management / 管理學院
Finance / 財務金融學系
Improved HAC covariance matrix estimation based on forecast errors
Details
Improved HAC covariance matrix estimation based on forecast errors
Journal
Economics Letters
Journal Issue
99
Pages
89-92
Date Issued
2008
Author(s)
CHUNG-MING KUAN
DOI
10.1016/j.econlet.2007.06.008
URI
http://scholars.lib.ntu.edu.tw/handle/123456789/343561
Type
journal article
