A nonparametric prewhitened covariance estimator

Xiao, Z and Linton, Oliver (2002) A nonparametric prewhitened covariance estimator. Journal of time series analysis, 23 (2). pp. 215-250. ISSN 0143-9782

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Item Type:	Article
Sets:	Collections > Economists Online
Rights:	http://www.lse.ac.uk/library/rights/LSERO.htm
URL:	http://eprints.lse.ac.uk/1259/

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