This is a Monte-Carlo study part of the [Hong, W.-T.; Lee, J.; Hwang, E. A Note on the Asymptotic Normality Theory of the Least Squares Estimates in Multivariate HAR-RV Models. Mathematics 2020, 8, 2083].
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View Code? Open in Web Editor NEWA Monte-Carlo study part of Paper "A Note on the Asymptotic Normality Theory of the Least Squares Estimates in Multivariate HAR-RV Models"