A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
| Year of publication: |
2004
|
|---|---|
| Authors: | Abadir, Karim M. ; Lucas, Andre |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 119.2004, 1, p. 45-71
|
| Publisher: |
Elsevier |