An Algorithm to Estimate Time Varying Parameter SURE Models under Different Type of Restrictions (Q3298667)
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English | An Algorithm to Estimate Time Varying Parameter SURE Models under Different Type of Restrictions |
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An Algorithm to Estimate Time Varying Parameter SURE Models under Different Type of Restrictions (English)
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15 July 2020
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nonparametric methods
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constrained estimators
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seasonal restrictions
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cross restrictions
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