Autoregressive Conditional Density Estimation
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Other versions of this item:
- Hansen, Bruce E, 1994. "Autoregressive Conditional Density Estimation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 35(3), pages 705-730, August.
More about this item
Keywordseconometrics ; economic models;
StatisticsAccess and download statistics
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