Inference-without-smoothing in the presence of nonparametric autocorrelation
By: by P.M. Robinson.
Contributors: Suntory-Toyota International Centre for Economics and Related Disciplines.
Series: Discussion paper -- EM / 97/338; Discussion paper (Suntory-Toyota International Centre for Economics and Related Disciplines) -- EM/97/338.
Publisher: Suntory and Toyota International Centres for Economics and Related Disciplines
Published: 1997
Place of publication: London
Language: eng
Number of pages: 25
Subjects: Econometric models.
Notes: Includes bibliographical references.