“Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference,” (with Alessandro Casini and Taosong Deng), forthcoming in Econometric Theory.
Professor, Department of Economics, Boston University
“Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference,” (with Alessandro Casini and Taosong Deng), forthcoming in Econometric Theory.
