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

Research output: Working paperProfessional

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

Publication series

NameTI Discussion Papers Series
No.10-017/4

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