A Monte Carlo Comparison of Time Varying Parameter and Multiprocess Mixture Models in the Presence of Structural Shifts and Outliers
| Year of publication: |
1993
|
|---|---|
| Authors: | Gamble, James A. ; LeSage, James P. |
| Published in: |
The review of economics and statistics. - Cambridge, Mass : MIT Press, ISSN 0034-6535, ZDB-ID 2079628. - Vol. 75.1993, 3, p. 515-519
|