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

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

ISSN: 0167-9473

Argitalpen urtea: 2003

Alea: 42

Zenbakia: 3

Orrialdeak: 363-383

Mota: Artikulua

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