期刊名称：Quantitative and Qualitative Analysis in Social Sciences
印刷版ISSN：1752-8925
出版年度：2009
卷号：3
期号：3
页码：78-115
出版社：Quantitative and Qualitative Analysis in Social Sciences
摘要：Overlapping data are often used in finance and economics, but applied work often uses ine.cientestimators. The article evaluates possible reasons for using overlapping data and provides a guideabout which estimator to use in a given situation
关键词：Auto correlation; Monte Carlo; Newey-West; overlapping data
