Author： Castle Jennifer L. Doornik Jurgen A. Hendry David F. Pretis Felix
Publisher： MDPI
E-ISSN： 2225-1146|3|2|240-264
ISSN： 2225-1146
Source： Econometrics, Vol.3, Iss.2, 2015-04, pp. : 240-264
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Hidden Markov Model for Stock Selection
Risks, Vol. 3, Iss. 4, 2015-10 ,pp. :
Access to resources
Recommend
Parametric and Nonparametric Frequentist Model Selection and Model Averaging
Econometrics, Vol. 1, Iss. 2, 2013-09 ,pp. :
A GMM-Based Test for Normal Disturbances of the Heckman Sample Selection Model
Econometrics, Vol. 2, Iss. 4, 2014-10 ,pp. :
Two-Step Lasso Estimation of the Spatial Weights Matrix
By Ahrens Achim Bhattacharjee Arnab
Econometrics, Vol. 3, Iss. 1, 2015-03 ,pp. :