Stability conditions for heteroscedastic factor models with conditionally autoregressive betas

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Publication:5495694

DOI10.1111/j.1467-9892.2010.00706.xzbMath1294.91193OpenAlexW2151827500MaRDI QIDQ5495694

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Publication date: 6 August 2014

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2010.00706.x




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