Unobserved Components in ARCH Models: An Application to Seasonal Adjustment
| Year of publication: |
1996
|
|---|---|
| Authors: | Fiorentini, G. ; Maravall, A. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 15.1996, 3, p. 175-202
|