HAC Corrections for Strongly Autocorrelated Time Series

By Ulrich K. Müller. 2014

127 citations recorded by the source corpus.

Subfields: Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/a5393ee389edb92615fb436e5fcf8feea1bdf6d0

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Management Science and Operations Research

1. Mark W. Watson
2. Ulrich K. Müller
3. Serena Ng
4. Jushan Bai
5. Massimiliano Marcellino
6. James H. Stock
7. Domenico Giannone
8. Allan G. Timmermann

In Statistics and Probability

1. Mark W. Watson
2. Ulrich K. Müller
3. Yixiao Sun
4. Michael Jansson
5. Timothy J. Vogelsang
6. James G. MacKinnon
7. Matthew D. Webb
8. Peter C. B. Phillips

Citations in the corpus

• Measuring Uncertainty about Long-Run Predictions (2016, background): “In the final step we present the implied asymptotic distribution of the maximal invariants and that define the prediction problem under location and scale invariance.”