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James Stock
Harold Hitchings Burbank Professor of Political Economy
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James Stock
Harold Hitchings Burbank Professor of Political Economy
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Is Newey-West optimal among first-order kernels?
Is Newey-West optimal among first-order kernels?
Publication information:
Kolokotrones T, Stock JH, Walker C. Is Newey-West optimal among first-order kernels? Journal of Econometrics. 2024;240(2).
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