An Unobserved-Component Model With Switching Permanent and Transitory Innovations
| Year of publication: |
2005
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|---|---|
| Authors: | Kuan, Chung-Ming ; Huang, Yu-Lieh ; Tsay, Ruey S. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 23.2005, 4, p. 443-454
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