Estimation of a Time-Varying Parameter with Arbitrary...

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SSRN Electronic Journal 2017

Estimation of a Time-Varying Parameter with Arbitrary Structural Breaks

Tseng, Michael C, Gencay, Ramazan
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Year:
2017
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2962454
File:
PDF, 973 KB
english, 2017
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