Efficient use of higher-lag autocorrelations for estimating autoregressive processes
| Authors: | BROZE, Laurence ; FRANCQ, Christian ; ZAKOIAN, Jean-Michel |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : Journal of Time Series Analysis, 23(3), 287-312, 2002 Number 1580 |
| Other identifiers: | 10.1111/1467-9892.00265 [DOI] |
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Persistent link: https://www.econbiz.de/10010695002