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Kernel and bandwidth selection, prewhitening, and the performance of the fully modified least squares estimation method
Christou, Christina; Pittis, Nikitas - In: Econometric theory 18 (2002) 4, pp. 948-961
Persistent link: https://www.econbiz.de/10001687489
Cover Image
Kernel and Bandwidth Selection, Prewhitening, and the Performance of the Fully Modified Least Squares Estimation Method
Christou, Christina; Pittis, Nikitas - In: Econometric theory 18 (2002) 4, pp. 948-961
Persistent link: https://www.econbiz.de/10006973194