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Econometrics Paper
Inference-without-Smoothing in the Presence of Nonparametric Autocorrelation - (Now published in 'Econometrica', 66 (1998), pp.1163-1182.) Peter M Robinson October 1997
Paper No' EM/1997/338:
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Tags: autocorrelation-consistent variance estimation; long-range dependence; simultaneous equations systems.