Kernel and bandwidth selection, prewhitening, and the performance of the fully modified least squares estimation method
Year of publication: |
2002
|
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Authors: | Christou, Christina ; Pittis, Nikitas |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 18.2002, 4, p. 948-961
|
Subject: | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method |
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