Models with time-varying mean and variance: A robust analysis of US industrial production

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Name	TI Discussion Papers Series
No.	10-017/4

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@techreport{0ec3a89a406040ac81ecce063bb10c69,

title = "Models with time-varying mean and variance: A robust analysis of US industrial production",

author = "C.S. Bos and S.J. Koopman",

year = "2010",

language = "English",

series = "TI Discussion Papers Series",

publisher = "Tinbergen Instituut (TI)",

number = "10-017/4",

type = "WorkingPaper",

institution = "Tinbergen Instituut (TI)",

}