CommentMatias D. Cattaneo · Richard K. Crump·刊期 2014-07-03 · 卷 32(3)·Journal of Business & Economic Statistics已编入正刊评论AI 解读Conducting valid inference in a time series setting often requires the use of a heteroscedasticity and autocorrelation (HAC) robust variance estimator. Under mild dependence structures, the theory ...宏观 · 时间序列稳健标准误被引 5 次 ↗OpenAlex · 核验 2026-09-30标为已读展开摘要AI 解读阅读原文 ↗BibTeX ↓