Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models
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Volume
39
Pagination
129 - 149
DOI
10.1111/jtsa.12271
Journal
JOURNAL OF TIME SERIES ANALYSIS
Issue
ISSN
0143-9782
Metadata
Show full item recordAuthors
Giraitis, L; Kapetanios, G; Yates, TCollections
- Economics and Finance [356]