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发帖数: 14 | 1 请教各位大侠，有没有这样的time-series model:
Y_t=m(X_t, theta1)+s(X_t, theta2)*u_t
where X_t is some exogenous covariates, m and s are two functions of X_t and
/or X_t-1, X_t-2 ..., theta1 and theta2 are some parameters, u_t is error
term.
谢谢大家先 |
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