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Adaptive Estimation in Multiple Time Series With Independent Component Errors (2016)

First Author: Robinson P

Attributed to: Inference on Spatial-Temporal Econometric Models funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1111/jtsa.12212

Publication URI: http://dx.doi.org/10.1111/jtsa.12212

Type: Journal Article/Review

Parent Publication: Journal of Time Series Analysis

Issue: 2