Conditionally heteroscedastic unobserved component models and their reduced form
| Year of publication: |
2010
|
|---|---|
| Authors: | Pellegrini, Santiago ; Ruiz, Esther ; Espasa, Antoni |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 107.2010, 2, p. 88-91
|