Persistence and time-varying coefficients
Year of publication: |
2010
|
---|---|
Authors: | McMillan, David G. ; Wohar, Mark E. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 108.2010, 1, p. 85-88
|
Subject: | Zustandsraummodell | State space model |
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