Unobserved Components in ARCH Models: An Application to Seasonal Adjustment
Journal of Forecasting - United Kingdom
doi 10.1002/(sici)1099-131x(199604)15:3<175::aid-for618>3.0.co;2-r
Full Text
Open PDFAbstract
Available in full text
Categories
Date
April 1, 1996
Authors
Publisher
Wiley