Stochastic properties of nonlinear locally-nonstationary filters
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Publication:6108342
DOI10.1016/j.jeconom.2022.10.010OpenAlexW4377121612MaRDI QIDQ6108342
Francisco Blasques, Marc Nientker
Publication date: 29 June 2023
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2022.10.010
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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