Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | This is an early version of the paper published under a different title in Econometrics Journal 9, 472-491 (2006). Published in Econometrics Journal, 2006, pages 472-491. The text is part of a series SSE/EFI Working Paper Series in Economics and Finance Number 578 28 pages |
Classification: | C22 - Time-Series Models ; C51 - Model Construction and Estimation |
Source: |
Persistent link: https://www.econbiz.de/10005649220