Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models
Year of publication: |
1983
|
---|---|
Authors: | Watson, Mark W. ; Engle, Robert F. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 23.1983, 3, p. 385-400
|
Subject: | Ökonometrik Schätzung |
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