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

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