A strategy for optimal bandwidth selection in Local Whittle estimation

  1. Arteche, J.
  2. Orbe, J.
Journal:
Econometrics and Statistics

ISSN: 2452-3062

Year of publication: 2017

Volume: 4

Pages: 3-17

Type: Article

DOI: 10.1016/J.ECOSTA.2016.10.003 GOOGLE SCHOLAR

Sustainable development goals

Data source: Scopus