An algorithm to estimate time-varying parameter SURE models under different types of restriction

  1. Orbe, S.
  2. Ferreira, E.
  3. Rodriguez-Poo, J.
Journal:
Computational Statistics and Data Analysis

ISSN: 0167-9473

Year of publication: 2003

Volume: 42

Issue: 3

Pages: 363-383

Type: Article

DOI: 10.1016/S0167-9473(02)00229-3 GOOGLE SCHOLAR