Kernel and Bandwidth Selection, Prewhitening, and the Performance of the Fully Modified Least Squares Estimation Method
| Year of publication: |
2002
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|---|---|
| Authors: | Christou, Christina ; Pittis, Nikitas |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 18.2002, 4, p. 948-961
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