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Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence
Phillips, Robert F. - In: Journal of Economic Dynamics and Control 28 (2004) 9, pp. 1801-1824
Persistent link: https://www.econbiz.de/10005107092
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Forecasting in the presence of large shocks
Phillips, Robert F. - In: Journal of Economic Dynamics and Control 20 (1996) 9-10, pp. 1581-1608
Persistent link: https://www.econbiz.de/10005160696