Conditional heteroscedasticity in qualitative response models of time series : a Gibbs sampling approach to the bank prime rate
Year of publication: |
1998
|
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Authors: | Dueker, Michael |
Publisher: |
St. Louis, MO |
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Theorie | Theory |
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