Unobserved Components in ARCH Models: An Application to Seasonal Adjustment.
| Year of publication: |
1995
|
|---|---|
| Authors: | Fiorentini, G. ; Maravall, A. |
| Institutions: | Centro de Estudios Monetarios y Financieros (CEMFI) |
| Subject: | ECONOMETRICS | METHODOLOGY |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 44 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005661214