An Algorithm to Estimate Time Varying Parameter SURE Models under Different Type of Restrictions - researchr publication authors

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Susan Orbe, Eva Ferreira, Juan M. Rodríguez-Póo. An Algorithm to Estimate Time Varying Parameter SURE Models under Different Type of Restrictions. In Wolfgang K. Härdle, Bernd Rönz, editors, COMPSTAT 2002, Proceedings in Computational Statistics, 15th Symposium, Berlin, Germany, August 24-28, 2002. pages 159-164, Springer, 2002. [doi]

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