Consistent order selection with strongly dependent data and its application to efficient estimation
| Year of publication: |
2002
|
|---|---|
| Authors: | Hidalgo, Javier |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 110.2002, 2, p. 213-239
|
| Publisher: |
Elsevier |