Conditional heteroskedasticity in qualitative response models of time series: a Gibbs sampling approach to the bank prime rate
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- Dueker, Michael, 1999. "Conditional Heteroscedasticity in Qualitative Response Models of Time Series: A Gibbs-Sampling Approach to the Bank Prime Rate," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(4), pages 466-472, October.
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KeywordsPrime rate; Econometric models;
StatisticsAccess and download statistics
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