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. - Elsevier, ISSN 0304-4076. - Vol. 23.1983, 3, p. 385-400
|
| Publisher: |
Elsevier |