Conditionally heteroscedastic unobserved component models and their reduced form

✍ Scribed by Santiago Pellegrini; Esther Ruiz; Antoni Espasa

• Book ID: 116422479
• Publisher: Elsevier Science
• Year: 2010
• Tongue: English
• Weight: 155 KB
• Volume: 107
• Category: Article
• ISSN: 0165-1765
• DOI: 10.1016/j.econlet.2009.12.034