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person:"Kapetanios, George"
~isPartOf:"Journal of applied econometrics"
~person:"Franses, Philip Hans"
~person:"Giovanis, Eleftherios"
~person:"Medeiros, Marcelo C."
~subject:"Autocorrelation"
~subject:"Kaufkraftparität"
~subject:"Volatility"
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Kapetanios, George
Franses, Philip Hans
Giovanis, Eleftherios
Medeiros, Marcelo C.
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Censored latent effects autoregression, with an application to US unemployment
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
4
,
pp. 347-366
Persistent link: https://www.econbiz.de/10001690455
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