A comparison of time-varying parameter and multiprocess mixture models in the case of money-supply announcements (Corr: 96V14 p133)

LeSage, James P. . Journal of Business & Economic Statistics 1992. 10 :201-211

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Bibtex

@article{CIS-106540,
  Author = {LeSage, James P.},
  Title = {A comparison of time-varying parameter and multiprocess mixture models in the case of money-supply announcements (Corr: 96V14 p133)},
  Journal = {Journal of Business & Economic Statistics},
  Volume = {10},
  Year = {1992},
  Pages = {201--211},
  Keywords = {Random walk}
}

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