【题 名】: Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models
【作 者】: Mark W. Watson and Robert F. Engle
【期刊、会议、单位名称】:Journal of Econometrics
【年, 卷(期), 起止页码】:1983,23(3),385-400
【全文链接】:
http://www.sciencedirect.com/science/article/pii/0304407683900660