Incorporating lag order selection uncertainty in parameter inference for AR models
Year of publication: |
2001
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Authors: |
Kapetanios, George
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Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 72.2001, 2, p. 137-144
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Type of publication: | Article
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Source: | |
Persistent link: https://www.econbiz.de/10006774142