Title of article :
Comment on ‘Adaptive estimation in time series regression models’ by D.G. Steigerwald
Author/Authors :
I.M. and Pِtscher، نويسنده , , Benedikt M.، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 1995
Abstract :
In this comment we discuss some serious shortcomings and errors in Steigerwald (1992).
Keywords :
Time series regression , ARMA models , Model selection , Adaptive estimation
Journal title :
Journal of Econometrics
Journal title :
Journal of Econometrics
