KERNEL AND BANDWIDTH SELECTION, PREWHITENING, AND THE PERFORMANCE OF THE FULLY MODIFIED LEAST SQUARES ESTIMATION METHOD
Year of publication: |
2002
|
---|---|
Authors: | Christou, Christina ; Pittis, Nikitas |
Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 18.2002, 04, p. 948-961
|
Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
Saved in:
Saved in favorites
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