Incorporating lag order selection uncertainty in parameter inference for AR models

Author: Kapetanios G.  

Publisher: Elsevier

ISSN: 0165-1765

Source: Economics Letters, Vol.72, Iss.2, 2001-08, pp. : 137-144

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract