The convergence of estimators based on heuristics: theory and application to a GARCH model
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Volume (Year): 24 (2009)
Issue (Month): 3 (August)
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- Hamilton James D., 2005. "Comment on "Investigating Nonlinearity"," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(3), pages 1-10, September.
- Peter Winker, 2000. "Optimized Multivariate Lag Structure Selection," Computational Economics, Springer;Society for Computational Economics, vol. 16(1/2), pages 87-103, October.
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