Time series models with a common stochastic variance for analysing economic time series

Research output: Working paper / PreprintWorking paperProfessional

103 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages34
Publication statusPublished - 2002

Publication series

NameTI Discussion Paper
No.TI02-113/4

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