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An alternative numerical method for estimating large-scale time-varying parameter seemingly unrelated regressions models

Hadjiantoni, Stella and Kontoghiorghes, Erricos J (2022) An alternative numerical method for estimating large-scale time-varying parameter seemingly unrelated regressions models. Econometrics and Statistics, 21. pp. 1-18. DOI https://doi.org/10.1016/j.ecosta.2020.11.003



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