Extent:
application/pdf
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