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Publication Year:
2021
Journals:
Journal of Applied Econometrics
Mengheng Li
;
Siem Jan Koopman
Unobserved components with stochastic volatility: Simulationābased estimation...
The unobserved components time series model with stochastic volatility has gained much interest in econometrics, especially for the purpose of modelling and forecasting...
DOI:10.15456/jae.2022327.0718706692
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