A time-varying parameter model for local explosions
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Publication:2116324
DOI10.1016/J.JECONOM.2021.05.008OpenAlexW3183190380MaRDI QIDQ2116324FDOQ2116324
Francisco Blasques, Siem Jan Koopman, Marc Nientker
Publication date: 16 March 2022
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://research.vu.nl/en/publications/911ae8c5-6f08-4cb1-b598-ee4d3587cbeb
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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