LEAST SQUARES ESTIMATION IN DYNAMIC-DISTURBANCE TIME SERIES MODELS

被引:34
作者
PIERCE, DA [1 ]
机构
[1] FED RESERVE BANK,CLEVELAND,OH
关键词
D O I
10.1093/biomet/59.1.73
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
引用
收藏
页码:73 / 78
页数:6
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