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Quasi score-driven models

Journal of econometrics, 2023-05, Vol.234 (1), p.251-275 [Peer Reviewed Journal]

Distributed under a Creative Commons Attribution 4.0 International License ;ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2021.12.005

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