MINIMUM MEAN SQUARED ERROR ESTIMATION OF THE NOISE IN UNOBSERVED COMPONENT MODELS

被引：11

|

作者：

MARAVALL, A

机构：

来源：

JOURNAL OF BUSINESS & ECONOMIC STATISTICS | 1987年 / 5卷 / 01期

关键词：

D O I：

10.2307/1391221

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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页码：115 / 120

页数：6

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