Generalized autoregressive score models with applications

Journal of Applied Econometrics

Volumn 28, Issue 5, 2013, Pages 777-795

  Creal, Drew ^a   Koopman, Siem Jan ^b,c   Lucas, André ^b,c  

^a UNIVERSITY OF CHICAGO   (United States)

^b VU UNIVERSITY AMSTERDAM   (Netherlands)

^c TINBERGEN INSTITUTE   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84881023210     PISSN: 08837252     EISSN: 10991255     Source Type: Journal    
DOI: 10.1002/jae.1279     Document Type: Article

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