Monitoring time-varying parameters in an autoregression

FP (Frédéric) Carsoule, Philip Hans Franses

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original languageUndefined/Unknown
Number of pages18
EditionEconometric Institute 9937/A
Publication statusPublished - 1999

Publication series

SeriesEconometric Institute
Volume9937/A

Research programs

  • EUR ESE 11

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