Semiparametric non-linear time series model selection
Gao, Jiti; and Tong, Howell
(2004)
Semiparametric non-linear time series model selection
Journal of the Royal Statistical Society. Series B: Statistical Methodology, 66 (2).
pp. 321-336.
ISSN 1369-7412
| Item Type | Article |
|---|---|
| Departments |
Economics Statistics |
| DOI | 10.1111/j.1369-7412.2004.05303.x |
| Date Deposited | 08 Jul 2008 16:23 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6743 |
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