Unobserved Components in ARCH Models: An Application to Seasonal Adjustment

Gabriele Fiorentini and Agustin Maravall ()

Working Papers from Centro de Estudios Monetarios Y Financieros-

Keywords: ECONOMETRICS; METHODOLOGY (search for similar items in EconPapers)
Pages: 44 pages
Date: 1995
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Working Paper: Unobserved Components in ARCH Models: An Application to Seasonal Adjustment (1995)
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