Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models

Publisher: John Wiley & Sons Inc

E-ISSN: 1467-9892|39|2|129-149

ISSN: 0143-9782

Source: JOURNAL OF TIME SERIES ANALYSIS, Vol.39, Iss.2, 2018-03, pp. : 129-149

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Abstract