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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

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Item Type: Article
Official URL: http://www.blackwellpublishing.com/journal.asp?ref...
Additional Information: © 2004 Blackwell Publishing
Library of Congress subject classification: H Social Sciences > HA Statistics
Sets: Collections > Economists Online
Departments > Economics
Departments > Statistics
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 08 Jul 2008 16:23
URL: http://eprints.lse.ac.uk/6743/

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