Generalized Autoregressive Method of Moments

D.D. Creal, S.J. Koopman, A. Lucas, M.J. Zamojski

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages49
Publication statusPublished - 2015

Publication series

NameTI Discussion Paper
No.15-138/III

Cite this

Creal, D. D., Koopman, S. J., Lucas, A., & Zamojski, M. J. (2015). Generalized Autoregressive Method of Moments. (TI Discussion Paper; No. 15-138/III). Amsterdam: Tinbergen Institute.
Creal, D.D. ; Koopman, S.J. ; Lucas, A. ; Zamojski, M.J. / Generalized Autoregressive Method of Moments. Amsterdam : Tinbergen Institute, 2015. (TI Discussion Paper; 15-138/III).
@techreport{65ef3e32fb7e4a3288f549205f43b5e5,
title = "Generalized Autoregressive Method of Moments",
author = "D.D. Creal and S.J. Koopman and A. Lucas and M.J. Zamojski",
year = "2015",
language = "English",
series = "TI Discussion Paper",
publisher = "Tinbergen Institute",
number = "15-138/III",
type = "WorkingPaper",
institution = "Tinbergen Institute",

}

Creal, DD, Koopman, SJ, Lucas, A & Zamojski, MJ 2015 'Generalized Autoregressive Method of Moments' TI Discussion Paper, no. 15-138/III, Tinbergen Institute, Amsterdam.

Generalized Autoregressive Method of Moments. / Creal, D.D.; Koopman, S.J.; Lucas, A.; Zamojski, M.J.

Amsterdam : Tinbergen Institute, 2015. (TI Discussion Paper; No. 15-138/III).

Research output: Working paperProfessional

TY - UNPB

T1 - Generalized Autoregressive Method of Moments

AU - Creal, D.D.

AU - Koopman, S.J.

AU - Lucas, A.

AU - Zamojski, M.J.

PY - 2015

Y1 - 2015

M3 - Working paper

T3 - TI Discussion Paper

BT - Generalized Autoregressive Method of Moments

PB - Tinbergen Institute

CY - Amsterdam

ER -

Creal DD, Koopman SJ, Lucas A, Zamojski MJ. Generalized Autoregressive Method of Moments. Amsterdam: Tinbergen Institute. 2015. (TI Discussion Paper; 15-138/III).