Random coefficient first-order autoregressive models
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 13 (1980)
Issue (Month): 3 (August)
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Web page: http://www.elsevier.com/locate/jeconom
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- Juarez, Miguel A. & Steel, Mark F. J., 2006.
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- Miguel A. Juárez & Mark F. J. Steel, 2010. "Non‐gaussian dynamic bayesian modelling for panel data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(7), pages 1128-1154, November/.
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- Cheng Hsiao & M. Hashem Pesaran, 2004. "Random Coefficient Panel Data Models," CESifo Working Paper Series 1233, CESifo Group Munich.
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