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On the identification of multivariate correlated unobserved components models

On the identification of multivariate correlated unobserved components models

Trenkler, Carsten; Weber, Enzo

期刊名称Economics Letters
作者Trenkler, Carsten; Weber, Enzo
卷第138卷
印刷ISSN0165-1765
文件大小350.24KB
发表时间2016-01
DOI10.1016/j.econlet.2015.11.009
页码15-18

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