Rights statement: This is the author’s version of a work that was accepted for publication in Journal of Econometrics. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Journal of Econometrics, 204, 2, 2018 DOI: 10.1016/j.jeconom.2017.12.009
Accepted author manuscript, 1.34 MB, PDF document
Available under license: CC BY-NC-ND: Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License
Final published version
Research output: Contribution to Journal/Magazine › Journal article › peer-review
<mark>Journal publication date</mark> | 2/06/2018 |
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<mark>Journal</mark> | Journal of Econometrics |
Issue number | 2 |
Volume | 204 |
Number of pages | 16 |
Pages (from-to) | 131-146 |
Publication Status | Published |
Early online date | 15/02/18 |
<mark>Original language</mark> | English |