AUTOREGRESSIVE MODELS WITH SUDDEN VARIANCE CHANGES AT UNKNOWN POINTS

C. Inclan

UFAE and IAE Working Papers from Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC)

Keywords: regression analysis; maximum likelihood; economic models (search for similar items in EconPapers)
Date: 1989

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Persistent link: http://EconPapers.repec.org/RePEc:aub:autbar:122-89

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