The extended Stein procedure for simultaneous model selection and parameter estimation
| Year of publication: |
1987
|
|---|---|
| Authors: | Judge, George ; Yi, Gang ; Yancey, Thomas ; Terasvirta, Timo |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 35.1987, 2-3, p. 375-391
|
| Publisher: |
Elsevier |