AUTOREGRESSIVE MODELS WITH SUDDEN VARIANCE CHANGES AT UNKNOWN POINTS.
| Year of publication: |
1989
|
|---|---|
| Authors: | INCLAN, C. |
| Institutions: | Departament d'Economia i Història Econòmica, Universitat Autònoma de Barcelona |
| Subject: | regression analysis | maximum likelihood | economic models |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 31 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005350825