Specification of varying coefficient time series models via generalized flexible least squares
| Year of publication: |
1996
|
|---|---|
| Authors: | Lutkepohl, Helmut ; Herwartz, Helmut |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 70.1996, 1, p. 261-290
|
| Publisher: |
Elsevier |