Sequential estimation of shape parameters in multivariate dynamic models

Journal of Econometrics - Tập 177 - Trang 233-249 - 2013
Dante Amengual1, Gabriele Fiorentini2,3, Enrique Sentana1
1CEMFI, Casado del Alisal 5, E-28014 Madrid, Spain
2Università di Firenze, Viale Morgagni 59, I-50134 Firenze, Italy
3RCEA, Rimini, Italy

Tài liệu tham khảo

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