"Lag Order Selection for an Optimal Autoregressive Covariance Matrix Estimator" by Marco Morales

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Lag Order Selection for an Optimal Autoregressive Covariance Matrix Estimator

Journal of Applied Statistics (2010)

Marco Morales, Universidad Diego Portales

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Disciplines

Econometrics

Publication Date

2010

Citation Information

Marco Morales. "Lag Order Selection for an Optimal Autoregressive Covariance Matrix Estimator" Journal of Applied Statistics Vol. 37 Iss. 5 (2010)
Available at: http://works.bepress.com/marco_morales/3/