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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
Date Deposited: 27 Apr 2007
Last Modified: 01 Oct 2010 08:45
URI: http://eprints.lse.ac.uk/id/eprint/1259

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