Dynamic Regression and Filtered Data Series: A Laplace Approximation to the Effects of Filtering in Small Samples
| Year of publication: |
1996
|
|---|---|
| Authors: | Ghysels, Eric ; Lieberman, Offer |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 12.1996, 3, p. 432-457
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