Adaptive estimation in time-series models

Feike C. Drost (), C.A.J. Klaassen and B.J.M. Werker
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B.J.M. Werker: Tilburg University, School of Economics and Management

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Date: 1997
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Related works:
Working Paper: Adaptive Estimation in Time Series Models (1994)
Working Paper: Adaptive estimation in time-series models (1994)
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