A note on the block diagonality of the information matrix for the time varying parameter model whit a deterministic influence
Tim Bollerslev and Svend Hylleberg
| Year of publication: |
1981
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| Authors: | Bollerslev, Tim ; Hylleberg, Svend |
| Published in: |
Memo / Økonomisk Institut, Aarhus Universitet. - Aarhus, ZDB-ID 864096-8. - 1981, 8, p. 1-6
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| Type of publication: | Article |
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| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001933658