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An Unobserved-Component Model with Switching Permanent and Transitory Innovations
Chung-Ming Kuan, Yu-Lieh Huang and Ruey S. TsayVolume:
23
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.2307/27638840
Date:
October, 2005
File:
PDF, 1.52 MB
english, 2005