Asymptotic inference for a one-dimensional simultaneous autoregressive model
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Volume (Year): 74 (2011)
Issue (Month): 1 (July)
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- Peter M Robinson & J Vidal Sanz, 2005.
"Modified Whittle Estimation of Multilateral Models on a Lattice,"
STICERD - Econometrics Paper Series
492, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Robinson, P.M. & Vidal Sanz, J., 2006. "Modified Whittle estimation of multilateral models on a lattice," Journal of Multivariate Analysis, Elsevier, vol. 97(5), pages 1090-1120, May.
- Peter M. Robinson & J. Vidal Sanz, 2005. "Modified whittle estimation of multilateral models on a lattice," LSE Research Online Documents on Economics 4545, London School of Economics and Political Science, LSE Library.
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