KERNEL AND BANDWIDTH SELECTION, PREWHITENING, AND THE PERFORMANCE OF THE FULLY MODIFIED LEAST SQUARES ESTIMATION METHOD
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Publication:4808396
DOI10.1017/S0266466602184076zbMath1181.62127OpenAlexW2108066311MaRDI QIDQ4808396
Nikitas Pittis, Christina Christou
Publication date: 22 May 2003
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466602184076
Applications of statistics to economics (62P20) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Point estimation (62F10) Monte Carlo methods (65C05)
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