Adaptive estimation of autoregressive models with time-varying variances

Published 2007 View Full Article

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Title
Adaptive estimation of autoregressive models with time-varying variances
Authors
Keywords
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Journal
JOURNAL OF ECONOMETRICS
Volume 142, Issue 1, Pages 265-280
Publisher
Elsevier BV
Online
2007-06-14
DOI
10.1016/j.jeconom.2007.06.001

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