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Reference/Originators/Cooley & Prescott (1976); further formalised by Harvey (1989)

Cooley & Prescott (1976); further formalised by Harvey (1989)

Methods attributed to this originator across the library, derived from each method’s recorded source.

1 method
1 field
1976 publication span
Econometrics1 method
Time-varying parameter ARMA model1976
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