Susan Orbe, Eva Ferreira, Juan Rodriguez-Poo. An algorithm to estimate time-varying parameter SURE models under different types of restriction. Computational Statistics & Data Analysis, 42(3):363-383, 2003. [doi]
@article{OrbeFR03,
title = {An algorithm to estimate time-varying parameter SURE models under different types of restriction},
author = {Susan Orbe and Eva Ferreira and Juan Rodriguez-Poo},
year = {2003},
doi = {10.1016/S0167-9473(02)00229-3},
url = {http://dx.doi.org/10.1016/S0167-9473(02)00229-3},
researchr = {https://researchr.org/publication/OrbeFR03},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {42},
number = {3},
pages = {363-383},
}