Consistent estimator for basis selection based on a proxy of the Kullback-Leibler distance
| Year of publication: |
2007
|
|---|---|
| Authors: | Dias, Ronaldo ; Garcia, Nancy L. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 141.2007, 1, p. 167-178
|
| Publisher: |
Elsevier |