Consistent order selection with strongly dependent data and its application to efficient estimation
Year of publication: |
2002
|
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Authors: | Hidalgo, Javier |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 110.2002, 2, p. 213-239
|
Subject: | Lag-Modell | Lag model | Regressionsanalyse | Regression analysis | Theorie | Theory |
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