Stochastic Model Specification Search for Time-Varying Parameter VARs
Eisenstat, Eric, Chan, Joshua C. C., Strachan, Rodney W.Language:
english
Journal:
Econometric Reviews
DOI:
10.1080/07474938.2015.1092808
Date:
October, 2015
File:
PDF, 704 KB
english, 2015