Conditionally heteroscedastic unobserved component models and their reduced form
Year of publication: |
2010
|
---|---|
Authors: | Pellegrini, Santiago ; Ruiz, Esther ; Espasa Terrades, Antoni |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 107.2010, 2, p. 88-90
|
Subject: | Zustandsraummodell | State space model |
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