Specification tests for time-varying parameter models with stochastic volatility
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Publication:5862501
DOI10.1080/07474938.2016.1167948zbMath1490.62428OpenAlexW2205301112MaRDI QIDQ5862501
Publication date: 9 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1885/197100
Uses Software
Cites Work
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