STATISTICAL INFERENCE FOR MEASUREMENT EQUATION SELECTION IN THE LOG-REALGARCH MODEL

Li, YN; Zhang, Y; Zhang, CY

Zhang, Y (reprint author), Zhejiang Univ, Sch Math Sci, Hangzhou, Zhejiang, Peoples R China.; Zhang, CY (reprint author), Zhejiang Univ City Coll, Dept Stat, Hangzhou, Zhejiang, Peoples R China.

ECONOMETRIC THEORY, 2019; 35 (5): 943