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"An algorithm to estimate time-varying parameter SURE models under ..."

Susan Orbe, Eva Ferreira, Juan M. Rodríguez-Póo (2003)

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DOI: 10.1016/S0167-9473(02)00229-3

access: closed

type: Journal Article

metadata version: 2021-10-14

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  - journals/csda/OrbeFR03
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  - https://dblp.org/rec/journals/csda/OrbeFR03
Susan Orbe, Eva Ferreira, Juan M. Rodríguez-Póo:
An algorithm to estimate time-varying parameter SURE models under different types of restriction. Comput. Stat. Data Anal. 42(3): 363-383 (2003)

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