Time Series Modelling With Semiparametric Factor Dynamics

Byeong U. Park, Enno Mammen, Härdle, Wolfgang and Szymon Borak
Authors registered in the RePEc Author Service: Wolfgang Karl Härdle

Journal of the American Statistical Association, 2009, vol. 104, issue 485, pages 284-298

Date: 2009
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Working Paper: Time Series Modelling with Semiparametric Factor Dynamics (2007)
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