Latent variable models for time series : A frequency domain approach with an application to the permanent income hypothesis
| Year of publication: |
1981
|
|---|---|
| Authors: | Geweke, John F. ; Singleton, Kenneth J. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 17.1981, 3, p. 287-304
|
| Publisher: |
Elsevier |