Series: | |
---|---|
Type of publication: | Book / Working Paper |
Notes: | This paper has been prepared for Kerry Patterson and Terence C. Mills (eds.), Palgrave Handbook of Econometrics, Volume 1: Econometric Theory, Palgrave Macmillan. Published in Palgrave Handbook of Econometrics, Volume 1: Econometrics, Patterson, Kerry, Mills, Terence C. (eds.), 2006, chapter 10, pages 396-424, Palgrave Macmillan. The text is part of a series SSE/EFI Working Paper Series in Economics and Finance Number 593 37 pages |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: |
Persistent link: https://www.econbiz.de/10005649228