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Volumes:
36
Journals:
Journal of Applied Econometrics
Formats:
ox
Mengheng Li
;
Siem Jan Koopman
Unobserved components with stochastic volatility: Simulationābased estimation...
The unobserved components time series model with stochastic volatility has gained much interest in econometrics, especially for the purpose of modelling and forecasting...
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