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~isPartOf:"Journal of Business & Economic Statistics"
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An Unobserved-Component Model With Switching Permanent and Transitory Innovations
Kuan, Chung-Ming
;
Huang, Yu-Lieh
;
Tsay, Ruey S.
- In:
Journal of Business & Economic Statistics
23
(
2005
)
October
,
pp. 443-454
Persistent link: https://www.econbiz.de/10005238447
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