Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models
Author:
Affiliation:
1. School of Economics and Finance; Queen Mary, University of London; London UK
2. Business School; King's College London; London UK
3. Department of Economics; University of Birmingham; Birmingham UK
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/jtsa.12271/fullpdf
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