Generalized Autoregressive Method of Moments

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

Research output: Working paper / Preprint › Working paper › Professional

Name	TI Discussion Paper
No.	15-138/III

Access to Document

@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",

}