Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series

Pavel Cizek and Chao Koo
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Chao Koo: Tilburg University, School of Economics and Management

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Date: 2017
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Journal Article: Jump-preserving varying-coefficient models for nonlinear time series (2021)
Working Paper: Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series (2017)
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