Incorporating lag order selection uncertainty in parameter inference for AR models
| Year of publication: |
2001
|
|---|---|
| Authors: | Kapetanios, George |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 72.2001, 2, p. 137-144
|