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

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Instituut (TI)
Number of pages22
Publication statusPublished - 2010

Publication series

NameTI Discussion Papers Series
No.10-017/4

Cite this

Bos, C. S., & Koopman, S. J. (2010). Models with time-varying mean and variance: A robust analysis of US industrial production. (TI Discussion Papers Series; No. 10-017/4). Amsterdam: Tinbergen Instituut (TI).
Bos, C.S. ; Koopman, S.J. / Models with time-varying mean and variance: A robust analysis of US industrial production. Amsterdam : Tinbergen Instituut (TI), 2010. (TI Discussion Papers Series; 10-017/4).
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Bos, CS & Koopman, SJ 2010 'Models with time-varying mean and variance: A robust analysis of US industrial production' TI Discussion Papers Series, no. 10-017/4, Tinbergen Instituut (TI), Amsterdam.

Models with time-varying mean and variance: A robust analysis of US industrial production. / Bos, C.S.; Koopman, S.J.

Amsterdam : Tinbergen Instituut (TI), 2010. (TI Discussion Papers Series; No. 10-017/4).

Research output: Working paperProfessional

TY - UNPB

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AU - Bos, C.S.

AU - Koopman, S.J.

PY - 2010

Y1 - 2010

M3 - Working paper

T3 - TI Discussion Papers Series

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

PB - Tinbergen Instituut (TI)

CY - Amsterdam

ER -

Bos CS, Koopman SJ. Models with time-varying mean and variance: A robust analysis of US industrial production. Amsterdam: Tinbergen Instituut (TI). 2010. (TI Discussion Papers Series; 10-017/4).