Unobserved components with stochastic volatility : Simulation‐based estimation and signal extraction
Year of publication: |
2021
|
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Authors: | Li, Mengheng ; Koopman, Siem Jan |
Published in: |
Journal of Applied Econometrics. - Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 36.2021, 5 (15.08.), p. 614-627
|
Publisher: |
Wiley |
Saved in:
Online Resource
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