Misspecified semiparametric model selection with weakly dependent observations

Bravo, Francesco orcid.org/0000-0002-8034-334X (2022) Misspecified semiparametric model selection with weakly dependent observations. Journal of Time Series Analysis. pp. 558-586. ISSN 1467-9892

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Copyright, Publisher and Additional Information: © 2021 John Wiley & Sons Ltd. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy. Further copying may not be permitted; contact the publisher for details
Dates:
  • Accepted: 1 October 2021
  • Published (online): 1 November 2021
  • Published: 2 June 2022
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: Pure (York)
Date Deposited: 04 Oct 2021 09:30
Last Modified: 16 Apr 2023 23:09
Published Version: https://doi.org/10.1111/jtsa.12628
Status: Published
Refereed: Yes
Identification Number: https://doi.org/10.1111/jtsa.12628

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