Supplementary replication material for articles published in the journals of the Econometric Society (Econometrica, Quantitative Economics, and Theoretical Economics)
Published June 8, 2024 | Version v1
Software Open

Replication package for: "Optimal HAR Inference"

Authors/Creators

  • 1. ROR icon Singapore Management University
  • 2. ROR icon Chinese University of Hong Kong, Shenzhen

Description

Replication package for: "Optimal HAR Inference," conditionally accepted for publication in Quantitative Economics.

Files

replication_code.zip

Files (1.1 MB)

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md5:043ffc199d223da89e5b22b5338c8861
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Additional details

Software

Programming language
MATLAB