ADAPTIVE ESTIMATION IN TIME-SERIES REGRESSION-MODELS - COMMENT

doi:10.1016/0304-4076(94)01610-C

1995-03-01

PRE

POTSCHER, BM *

DOI：10.1016/0304-4076(94)01610-C

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摘要

En 中文

In this comment we discuss some serious shortcomings and errors in Steigerwald (1992).

Keyword:

ADAPTIVE ESTIMATION

ARMA MODELS

TIME SERIES REGRESSION

MODEL SELECTION

AI总结

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期刊

Journal of Econometrics

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论文数:

5.3K

被引数:

3.0W

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