Optimal Signal Extraction with Correlated Components
McElroy, Tucker S.; Maravall, Agustin
- 期刊名称Journal of Time Series Econometrics
- 作者McElroy, Tucker S.; Maravall, Agustin
- 卷第6卷
- 期第2期
- 印刷ISSN2194-6507
- 电子ISSN1941-1928
- 文件大小1282.87KB
- 发表时间2014-01-1
- DOI10.1515/jtse-2013-0016